+CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK
---+SECTION 1 Overview of the assessment
------+Article 45 Assessment of the internal default risk model used to compute the additional own funds requirement for default risk
---------+Article 45 (a)
---------+Article 45 (b)
---------+Article 45 (c)
---+SECTION 2 Assessment of general requirements
------+Article 46 Assessment of the scope of positions subject to default risk
---------+Article 46 1
---------+Article 46 2
------+Article 47 Assessment of accuracy and frequency of the calculation of the own fund requirement for default risk
---------+Article 47 1
---------+Article 47 2
---+SECTION 3 Assessment of default probabilities and losses given default estimates
------+Article 48 Assessment of default probabilities
---------+Article 48 1
---------+Article 48 2
---------+Article 48 3
------+Article 49 Assessment of losses given defaults
---------+Article 49 1
---------+Article 49 2
---------+Article 49 3
---+SECTION 4 Assessment of correlation, hedging and particular requirements
------+Article 50 Assessment of the correlation structure
---------+Article 50 1
---------+Article 50 2
------+Article 51 Assessment of the hedging recognition
---------+Article 51 (a)
---------+Article 51 (b)
---------+Article 51 (c)
---------+Article 51 (d)
---------+Article 51 2
---------+Article 51 3
---------+Article 51 4
---------+Article 51 (a)
---------+Article 51 (b)
---------+Article 51 (c)
------+Article 52 Assessment of compliance with particular requirements
---------+Article 52 (a)
---------+Article 52 (b)
---------+Article 52 (c)
---------+Article 52 (d)
---------+Article 52 2
---------+Article 52 3
---------+Article 52 4
---------+Article 52 5
---------+Article 52 6
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CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK
CHAPTER 4 ASSESSMENT OF THE INTERNAL DEFAULT RISK MODEL USED TO COMPUTE THE ADDITIONAL OWN FUNDS REQUIREMENT FOR DEFAULT RISK
1. Panoramica
1.1 Riferimenti
1.2 Requisiti identificati
1.3 Standard correlati
2. Requisiti identificati
Requisiti
| Fonte |
Requisito |
3. Standard correlati
|