+Artikolu 38 5
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Artikolu 38 5
5. Għall-finijiet tal-paragrafu 3, il-punt (a)(v), l-awtoritajiet kompetenti jistgħu:
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(a)
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meta l-istituzzjoni tikkalkola l-kejl tar-riskju tan-nuqqas mistenni msemmi fl-Artikolu 325bb tar-Regolament (UE) Nru 575/2013 jew il-kejl tar-riskju tax-xenarju ta’ stress imsemmi fl-Artikolu 325bk ta’ dak ir-Regolament, jirrikjedu li l-istituzzjoni tipprovdi kampjun tal-istrumenti finanzjarji fil-portafoll tagħha, li l-prezzijiet tagħhom jiddependu kemm fuq fatturi tar-riskju li jkunu xxokkjati kif ukoll fuq fatturi tar-riskju li ma jkunux ixxokkjati;
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(b)
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meta l-istituzzjoni tikkalkula t-tibdil teoretiku relatat mal-istrumenti finanzjarji msemmijin fil-punt (a), jivverifikaw jekk, għal data ta’ referenza ta’ rapportar partikolari, il-valur tal-fatturi tar-riskju li ma jkunux ixxokkjati jinżamm kostanti.
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1. Ħarsa ġenerali
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Regolamentazzjoni |
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1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
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