+Article 5 (e)

Article 5 (e)

the staff member heads a group of staff members who have individual authorities to commit the institution to transactions and either of the following conditions is met:

(i)

the sum of those authorities equals or exceeds the threshold referred to in point (c)(i) or in point (d)(i), the first indent;

(ii)

where an internal model-based approach is approved for regulatory purposes, those authorities amount to 5 % or more of the institution’s internal value-at-risk limit for trading book exposures at a 99th percentile (one-tailed confidence interval level); where the institution does not calculate a value-at-risk at the level of that staff member, the value-at-risk limits of staff under the management of this staff member shall be added up;

1. Pārskats

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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