+77. To calculate 𝐢𝑅 π‘ π‘‘π‘œπ‘π‘˜βˆ’π‘π‘Žπ‘ π‘’π‘‘ , the DGS should apply paragraph 15, but should modify paragraph 16 …

77. To calculate 𝐢𝑅 π‘ π‘‘π‘œπ‘π‘˜βˆ’π‘π‘Žπ‘ π‘’π‘‘ , the DGS should apply paragraph 15, but should modify paragraph 16 …

To calculate 𝐢𝑅 π‘ π‘‘π‘œπ‘π‘˜βˆ’π‘π‘Žπ‘ π‘’π‘‘ , the DGS should apply paragraph 15, but should modify paragraph 16 as follows where the denominator needs to be at least equal to 1:

(π‘šπ‘–π‘›π‘–π‘šπ‘’π‘š) π‘π‘’π‘Ÿπ‘–π‘œπ‘‘π‘–π‘ π‘‘π‘Žπ‘Ÿπ‘”π‘’π‘‘ 𝑙𝑒𝑣𝑒𝑙 =

(π‘šπ‘–π‘›π‘–π‘šπ‘’π‘š) π‘ π‘‘π‘œπ‘π‘˜ π‘π‘Žπ‘ π‘’π‘‘ π‘‘π‘Žπ‘Ÿπ‘”π‘’π‘‘ 𝑙𝑒𝑣𝑒𝑙 π‘“π‘œπ‘Ÿ π‘‘β„Žπ‘’ π‘π‘’π‘Ÿπ‘Ÿπ‘’π‘›π‘‘ π‘π‘’π‘Ÿπ‘–π‘œπ‘‘ =

π‘šπ‘–π‘›π‘–π‘šπ‘’π‘š π‘‘π‘Žπ‘Ÿπ‘”π‘’π‘‘ π‘™π‘’π‘£π‘’π‘™βˆ’π‘žπ‘’π‘Žπ‘™π‘–π‘“π‘–π‘’π‘‘ π‘Žπ‘£π‘Žπ‘–π‘™π‘Žπ‘π‘™π‘’ π‘“π‘–π‘›π‘Žπ‘›π‘π‘–π‘Žπ‘™ π‘šπ‘’π‘Žπ‘›π‘  (𝑄𝐴𝐹𝑀) π‘Ÿπ‘’π‘šπ‘Žπ‘–π‘›π‘–π‘›π‘” π‘›π‘’π‘šπ‘π‘’π‘Ÿ π‘œπ‘“ π‘π‘’π‘Ÿπ‘–π‘œπ‘‘π‘  𝑒𝑛𝑑𝑖𝑙 π‘‘β„Žπ‘’ π‘šπ‘–π‘›π‘–π‘šπ‘’π‘š π‘‘π‘Žπ‘Ÿπ‘”π‘’π‘‘ 𝑙𝑒𝑣𝑒𝑙 β„Žπ‘Žπ‘  π‘‘π‘œ 𝑏𝑒 π‘Ÿπ‘’π‘Žπ‘β„Žπ‘’π‘‘ +𝑄𝐴𝐹𝑀

𝑖𝑛 π‘Žπ‘π‘π‘π‘œπ‘Ÿπ‘‘π‘Žπ‘›π‘π‘’ π‘€π‘–π‘‘β„Ž π΄π‘Ÿπ‘‘π‘–π‘π‘™π‘’ 10(2)π‘œπ‘“ π‘‘β„Žπ‘’ 𝐷𝐺𝑆𝐷

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/