+Article 19 2

Article 19 2

2.   Competent authorities shall verify whether an institution examines all internal model positions and instruments in the internal risk-measurement model and reconciles those positions and instruments with the end-of-day value systems by confirming, at least on a weekly basis, that the positions and instruments in one system correspond to those in the other systems. Competent authorities shall verify that the institution fully documents and monitors any positions and instruments not fully reconciled.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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