Article 9 (i)

all new products, regardless of their degree of incorporation into the IT systems, are computed both in the internal risk-measurement model and in the daily changes to the portfolio’s value used for back-testing and profit and loss attribution test purposes.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
• EULAW -

  European Regulation published on http://eur-lex.europa.eu/