+4. In order to have its approach recognised as a non-fully compliant IRC approach, an institution …

4. In order to have its approach recognised as a non-fully compliant IRC approach, an institution …

In order to have its approach recognised as a non-fully compliant IRC approach, an institution should demonstrate, to the satisfaction of its supervisor, that the institution‟s IRC approach results in a capital requirement that is at least as high as if it were based on a fully compliant IRC approach.

1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/