+Article 39 3

Article 39 3

3.   For the purposes of paragraph 2, point (a)(ii), competent authorities may apply one of the two following approaches:

(a)

on a sample of non-trading book positions taken on a given reference date, verify whether those positions are included in the scope of positions captured in the expected shortfall risk measure or stress scenario risk measure at that reference date or in the scope of positions of the alternative standardised approach;

(b)

require the institution to reconcile, on the one hand, the non-trading book positions taken at a given reference date and, on the other hand, the non-trading book positions that are in the scope of the internal risk-measurement model and in the scope of the alternative standardised approach at that reference date.

1. Panoramica

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Titolo Regolamentazione

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti
Fonte Requisito

3. Standard correlati

Standard
Fonte Requisito