+Article 44 16

Article 44 16

16.   For the purposes of paragraph 2, point (i), competent authorities may, on a sample of non-modellable risk factors:

(a)

verify whether the nature of the risk factor is such that it reflects idiosyncratic risk only by reviewing the description of the risk factor provided in the list referred to in Article 33(1) of this Regulation, and the data inputs used to mark it, as required by Article 16(3), point (a), and Article 16(4), point (a), of Delegated Regulation (EU) 2024/397;

(b)

perform hypothesis testing to assess the significance of correlation coefficients between risk factors in the sample and compare the results of that hypothesis testing with the results that the institution obtained when performing the statistical tests referred to in Article 16(3), point (d), and Article 16(4), point (d), of Delegated Regulation (EU) 2024/397.

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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