(livell 1)

Ir-riskju ta’ telfiet li jirriżultaw minn bidliet fil-valur tas-suq tal-istrumenti tad-dejn minħabba bidla fil-livell tar-rati tal-imgħax mhux relatata ma’ kwalunkwe attribut speċifiku ta’ dawk l-istrumenti tad-dejn individwali.

Referenzi legali rilevanti għat-trattament tal-kapital:

> Reviżjoni Pre-Fundamentali tal-Portafoll tan-Negozjar (FRTB) – mudelli interni

Ir- Regolament (UE) 575/2013, Parti Tlieta, Titolu IV, Kapitolu 5 – l-Artikolu 362 Riskju ġenerali taċ-> Pre-FRTB – Approċċ Standardizzat /Post-FRTB – Approċċ Standardizzat Simplifikat ċaqliq fir-rata tal-imgħax Ir- Regolament (UE) 575/2013, Parti Tlieta, Titolu IV, Kapitolu 2, Taqsima 2, Sottotaqsima 2 – l-Artikoli 339-340 (riskju ġenerali ta’ strumenti ta’ dejn) (portafoll tan-negozjar) > Post-FRTB – Approċċ Standardizzat Alternattiv

Ir- Regolament (UE) 575/2013, Parti Tlieta, Titolu IV, Kapitolu 1a, Taqsima 2 – l-Artikoli 325d-325k (metodu bbażat fuq is-sensittività, riskju ġenerali taċ-ċaqliq fir-rata tal-imgħax)

> Post-FRTB – Approċċ ta’ mudell intern alternattiv

Ir- Regolament (UE) 575/2013 , Parti Tlieta, Titolu IV, Kapitolu 1b – l-Artikoli 325az-325bp (defiċit mistenni /Miżura tar-Riskju tax-Xenarju ta’ Stress (SSRM)) Sottokategoriji ta’ riskju tas-suq Referenzi legali/Definizzjonijiet⁵⁴

1. Ħarsa ġenerali

1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

3. Standards relatati

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.