+Article 14 (c)
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Article 14 (c)
the trading limits include the following:
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(i)
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a value-at-risk limit for the maximum level of portfolio aggregation at which the internal model is applied;
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(ii)
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a value-at-risk limit for each trading desk for which the institution calculates its own funds requirement for market risk with the internal risk-measurement model;
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1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
- EULAW -
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