+CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK
---+SECTION 1 Overview of the assessment
------+Article 45 Assessment of the internal default risk model used to compute the additional own funds requirement for default risk
---------+Article 45 (a)
---------+Article 45 (b)
---------+Article 45 (c)
---+SECTION 2 Assessment of general requirements
------+Article 46 Assessment of the scope of positions subject to default risk
---------+Article 46 1
---------+Article 46 2
------+Article 47 Assessment of accuracy and frequency of the calculation of the own fund requirement for default risk
---------+Article 47 1
---------+Article 47 2
---+SECTION 3 Assessment of default probabilities and losses given default estimates
------+Article 48 Assessment of default probabilities
---------+Article 48 1
---------+Article 48 2
---------+Article 48 3
------+Article 49 Assessment of losses given defaults
---------+Article 49 1
---------+Article 49 2
---------+Article 49 3
---+SECTION 4 Assessment of correlation, hedging and particular requirements
------+Article 50 Assessment of the correlation structure
---------+Article 50 1
---------+Article 50 2
------+Article 51 Assessment of the hedging recognition
---------+Article 51 (a)
---------+Article 51 (b)
---------+Article 51 (c)
---------+Article 51 (d)
---------+Article 51 2
---------+Article 51 3
---------+Article 51 4
---------+Article 51 (a)
---------+Article 51 (b)
---------+Article 51 (c)
------+Article 52 Assessment of compliance with particular requirements
---------+Article 52 (a)
---------+Article 52 (b)
---------+Article 52 (c)
---------+Article 52 (d)
---------+Article 52 2
---------+Article 52 3
---------+Article 52 4
---------+Article 52 5
---------+Article 52 6

CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK

CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK

1. Overview

,
SECTION 1 Overview of the assessment SECTION 1 Overview of the assessment
SECTION 2 Assessment of general requirements SECTION 2 Assessment of general requirements
SECTION 3 Assessment of default probabilities and losses given default estimates SECTION 3 Assessment of default probabilities and losses given default estimates
SECTION 4 Assessment of correlation, hedging and particular requirements SECTION 4 Assessment of correlation, hedging and particular requirements

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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