21. In order to fulfil the requirement referred to in paragraph 14 for the data inputs from the …

In order to fulfil the requirement referred to in paragraph 14 for the data inputs from the current period, referred to in 325bc(3)(c) of Regulation (EU) No 575/2013, institutions should assess that there is no material difference between the volatility of a risk factor as estimated on the basis of those data inputs and the volatility of that risk factor as estimated on the basis of one of the following:

• (a) the verifiable prices as defined in the regulatory technical standards to be adopted pursuant to Article 325be of Regulation (EU) No 575/2013;
• (b) the prices used by the institutions’ front -office or back-office systems.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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