+4. Criteria for the use of data inputs in the risk-measurement model referred to in Article 325bc of Regulation (EU) No 575/2013
---+11. The data inputs used by an institution in the risk-measurement model referred to in Article …
---+4.1 Accuracy of the data inputs
------+12. Institutions should meet the requirements in paragraph 13, 14 and 15, in order for the data …
------+13. The historical data used to calibrate the data inputs referred to in Article 325bc of …
------+14. The data inputs referred to in Article 325bc of Regulation (EU) No 575/2013 should be …
------+15. The data inputs referred to in Article 325bc of Regulation (EU) No 575/2013 should be …
------+16. In order to fulfil the requirement referred to in paragraph 12 for the data inputs from the …
------+17. Under the first approach, institutions should reconcile the data inputs from the current …
------+18. Under the second approach, institutions should reconcile prices produced by their internal …
------+19. Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 …
------+20. As part of the records kept by the institutions to demonstrate their compliance with the …
------+21. In order to fulfil the requirement referred to in paragraph 14 for the data inputs from the …
------+22. In order to fulfil the requirement referred to in paragraph 15 for the data inputs from the …
------+23. For the purposes of the reconciliations and assessments in paragraphs 17, 18, 21 and 22 …
------+24. Institutions should carry out the assessment referred to in paragraph 17, 18, 21 and 22 at …
------+25. The data inputs from the identified period of financial stress, referred to in Article …
------+26. Where an institution uses Beta approximations or other random data-generating approaches for …
------+27. Where a given risk factor in the institution’s internal model has been obtained by combining …
------+28. Where a given risk factor in the institution’s internal model has been obtained by …
------+29. For the purpose of paragraph 28, closest risk factor means a risk factor that is mapped to one …
---+4.2 Appropriateness of the data inputs
------+30. The data inputs referred to in Article 325bc of Regulation (EU) No 575/2013 should capture both …
------+31. Institutions should perform analyses supported by convincing empirical evidence and objective …
------+32. Where historical data from market indices or other historical data representing characteristics …
------+33. Where institutions use Beta approximations or other random data-generating approaches for the …
------+34. The data inputs referred to in Article 325bc of Regulation (EU) No 575/2013 should allow the …
------+35. Where institutions use Beta approximations or other random data-generating approaches for the …
---+4.3 Frequency for updating the data inputs
------+36. Institutions should update the historical data used to calibrate the data inputs from the …
------+37. Where institutions use Beta approximations or other random data-generating approaches for the …
---+4.4 Completeness of the data inputs
------+38. Institutions should have procedures in place for obtaining historical data to calibrate data …
------+39. Institutions should have clear policies and processes for the replacement of missing or …
------+40. Institutions should ensure that data is not filtered and that values corresponding to large …
------+41. Where interpolated or extrapolated values are used as replacements for missing or inconsistent …
------+42. Where interpolated or extrapolated values, based on data inputs corresponding to other risk …
------+43. Where extrapolated values, based on data inputs corresponding to other risk factors that may or …

4. Criteria for the use of data inputs in the risk-measurement model referred to in Article 325bc of Regulation (EU) No 575/2013

4. Criteria for the use of data inputs in the risk-measurement model referred to in Article 325bc of Regulation (EU) No 575/2013

1. Forbhreathnú

,
11. The data inputs used by an institution in the risk-measurement model referred to in Article …

The data inputs used by an institution in the risk-measurement model referred to in Article 325bc of Regulation (EU) No 575/2013 should have all of the following characteristics:

  • (a) they should be accurate, as further specified in Section 4.1;
  • (b) they should be appropriate, as further specified in Section 4.2;
  • (c) they should be updated sufficiently frequently, as further specified in Section 4.3;
  • (d) they should be complete, as further specified in Section 4.4.
4.1 Accuracy of the data inputs

4.1 Accuracy of the data inputs
4.2 Appropriateness of the data inputs

4.2 Appropriateness of the data inputs
4.3 Frequency for updating the data inputs

4.3 Frequency for updating the data inputs
4.4 Completeness of the data inputs

4.4 Completeness of the data inputs

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin
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