+1. Where use is made of the provisions of the CRD on the permanent partial use, the rationale for …
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1. Where use is made of the provisions of the CRD on the permanent partial use, the rationale for …
Where use is made of the provisions of the CRD on the permanent partial use, the rationale for this should be carefully documented and analysed to show it is not intended to deliver a charge that is less conservative than if all positions were within the specific risk VaR and the IRC model.
1. Pregled
1.1 Reference
1.2 Utvrđeni zahtjevi
1.3 Povezani standardi
2. Utvrđeni zahtjevi
3. Povezani standardi
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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