+Artikolu 383b 5.
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Artikolu 383b 5.
Is-sensittivitajiet ponderati tas-CVA aggregat u tal-valur tas-suq tal-ħeġġijiet eliġibbli kollha għal kull fattur tar-riskju għandhom jiġu kkalkulati billi s-sensittivitajiet netti rispettivi jiġu mmultiplikati bil-piż tar-riskju korrispondenti, f'konformità mal-formuli li ġejjin:
fejn:
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k
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= l-indiċi li jiddenota l-fattur tar-riskju k;
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= is-sensittività ponderata tas-CVA aggregat għall-fattur tar-riskju k;
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RWk
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= il-piż tar-riskju applikabbli għall-fattur tar-riskju k;
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= is-sensittività netta tas-CVA aggregat għall-fattur tar-riskju k;
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= is-sensittività ponderata tal-valur tas-suq tal-ħeġġijiet eliġibbli kollha fil-portafoll ta' CVA għall-fattur tar-riskju k;
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= is-sensittività netta tal-valur tas-suq tal-ħeġġijiet eliġibbli kollha fil-portafoll ta' CVA għall-fattur tar-riskju k.
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1. Ħarsa ġenerali
| Titlu |
Regolamentazzjoni |
,
1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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