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. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

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