+CHAPTER 1b Alternative internal model approach
---+Section 1 Permission and own funds requirements
------+Article 325az Alternative internal model approach and permission to use alternative internal models
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------+Article 325ba Own funds requirements when using alternative internal models
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---+Section 2 General requirements
------+Article 325bb Expected shortfall risk measure
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------+Article 325bc Partial expected shortfall calculations
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------+Article 325bd Liquidity horizons
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------+Article 325be Assessment of the modellability of risk factors
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------+Article 325bf Regulatory back-testing requirements and multiplication factors
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------+Article 325bg Profit and loss attribution requirement
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------+Article 325bh Requirements on risk measurement
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------+Article 325bi Qualitative requirements
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------+Article 325bj Internal validation
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------+Article 325bk Calculation of stress scenario risk measure
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---+Section 3 Internal default risk model
------+Article 325bl Scope of the internal default risk model
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------+Article 325bm Permission to use an internal default risk model
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------+Article 325bn Own funds requirements for default risk using an internal default risk model
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------+Article 325bo Recognition of hedges in an internal default risk model
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------+Article 325bp Particular requirements for an internal default risk model
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CHAPTER 1b Alternative internal model approach

CHAPTER 1b Alternative internal model approach

1. Overview

,
Section 1 Permission and own funds requirements Section 1 Permission and own funds requirements
Section 2 General requirements Section 2 General requirements
Section 3 Internal default risk model Section 3 Internal default risk model

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards