27. Where a given risk factor in the institution’s internal model has been obtained by combining …

Where a given risk factor in the institution’s internal model has been obtained by combining two or more risk factors that may or may not be incorporated in the institution’s internal model, and the institution combines the data inputs corresponding to those risk factors so as to obtain data inputs that are suitable for the given risk factor in the internal model, the obtained data inputs should be considered accurate only where the data inputs that are combined correspond to risk factors that have passed or would pass the modellability assessment referred to in Article 325be of Regulation (EU) No 575/2013.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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