+Artikolu 52 (c)
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Artikolu 52 (c)
fir-rigward tar-rekwiżit li jinqabdu t-tendenzi mhux lineari kif meħtieġ mill-Artikolu 325bp(3) tar-Regolament (UE) Nru 575/2013, jivvalutaw:
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(i)
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kif l-istituzzjonijiet jirrivalwaw strument finanzjarju mhux lineari wara l-inadempjenza ta’ emittent, inkluż kif l-istituzzjonijiet jirrivalwaw strument finanzjarju b’diversi sottostanti wara l-inadempjenza ta’ emittent individwali jew ta’ diversi emittenti li jikkorrispondu għas-sottostanti;
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(ii)
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jekk kwalunkwe simplifikazzjoni introdotta mill-istituzzjoni sabiex tikkalkula l-prezz ta’ strument finanzjarju twassalx għal inakkuratezza materjali jew għal sottovalutazzjoni sistematika tar-riskju;
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(iii)
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il-punt sa fejn ir-rivalwazzjoni ta’ strument finanzjarju tqis ir-riskju tal-mudell;
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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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