+Članak 325.be Procjena mogućnosti modeliranja faktora rizika
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---+Article 325be 1a.
---+Članak 325.be 2.
---+Article 325be 2a.
---+Članak 325.be 3.

Članak 325.be Procjena mogućnosti modeliranja faktora rizika

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1. Pregled

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Članak 325.be 1.
Institucije procjenjuju mogućnost modeliranja svih faktora rizika pozicija raspoređenih na organizacijske jedinice za trgovanje za koje su dobile odobrenje iz članka 325.az stavka 2. ili su u postupku dobivanja tog odobrenja.

Za potrebe procjene iz prvog podstavka nadležna tijela mogu institucijama dopustiti upotrebu podataka o tržištu dobivenih od vanjskih prodavatelja.
Article 325be 1a.
Competent authorities may require an institution to consider not modellable a risk factor that has been assessed as modellable by the institution in accordance with paragraph 1 of this Article, where the data inputs used to determine the scenarios of future shocks applied to the risk factor do not meet, to the satisfaction of the competent authorities, the requirements referred to in Article 325bc(6).
Članak 325.be 2.
U okviru procjene iz stavka 1. ovog članka institucije izračunavaju kapitalne zahtjeve za tržišni rizik u skladu s člankom 325.bk za one faktore rizika koji se ne mogu modelirati.
Article 325be 2a.

In extraordinary circumstances, occurring during periods of significant reduction in certain trading activities across financial markets, competent authorities may allow institutions using the approach set out in this Chapter to consider as modellable risk factors that have been assessed as not modellable by those institutions in accordance with paragraph 1, provided that the following conditions are met:

(a) 

the risk factors subject to the treatment correspond to the trading activities which are significantly reduced across financial markets;

(b) 

the treatment is applied temporarily, and for not more than six months within one financial year;

(c) 

the treatment does not significantly reduce the total own funds requirements for market risk of the institutions applying it;

(d) 

competent authorities immediately notify EBA of any decision to allow institutions to apply the approach set out in this Chapter to consider as modellable risk factors that have been assessed as non-modellable, as well as of the trading activities concerned, and substantiate that decision.
Članak 325.be 3.
EBA sastavlja nacrt regulatornih tehničkih standarda kojima se utvrđuju kriteriji za procjenu mogućnosti modeliranja faktora rizika u skladu sa stavkom 1., među ostalim i ako se upotrebljavaju podaci o tržištu dobiveni od vanjskih prodavatelja, te učestalost te procjene.

EBA dostavlja Komisiji taj nacrt regulatornih tehničkih standarda do 10. srpnja 2025.

Komisiji se delegira ovlast za dopunu ove Uredbe donošenjem regulatornih tehničkih standarda iz prvog podstavka ovog stavka u skladu s člancima od 10. do 14. Uredbe (EU) br. 1093/2010.

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

Zahtjevi

3. Povezani standardi

Standardi