+Article 11 3.

Article 11 3.

Where possible, institutions shall calculate the model risk AVA by determining a range of plausible valuations produced from alternative appropriate modelling and calibration approaches. In this case, institutions shall estimate a point within the resulting range of valuations where they are 90 % confident they could exit the valuation exposure at that price or better.

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