+Article 38 6

Article 38 6

6.   For the purposes of paragraph 3, point (b)(i), competent authorities shall, for the most material trading desks or all trading desks:

(a)

require the institution to provide the time series of hypothetical and theoretical changes in the trading desk’s portfolio’s value used for calculating the Spearman correlation coefficient and Kolmogorov-Smirnov test metric as referred to in Article 6 of Delegated Regulation (EU) 2022/2059;

(b)

calculate the Spearman correlation coefficient in accordance with Article 7 of Delegated Regulation (EU) 2022/2059 and the Kolmogorov-Smirnov test metric in accordance with Article 8 of that Delegated Regulation;

(c)

verify whether the Spearman correlation coefficient and Kolmogorov-Smirnov test metric resulting from point (b) coincide with those obtained by the institution;

(d)

verify whether the classification of the trading desks to the zones referred to in Article 9 of Delegated Regulation (EU) 2022/2059 is correct.

1. Pārskats

,
Nosaukums Regulējums

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

Prasības
Avots Prasība

3. Saistītie standarti

Standarti
Avots Prasība