+Artikolu 17 Il-kalkolu tar-riskju operattiv tal-AVA
---+Article 17 1.
---+Article 17 2.
---+Article 17 3.

Artikolu 17 Il-kalkolu tar-riskju operattiv tal-AVA

Artikolu 17

Il-kalkolu tar-riskju operattiv tal-AVA

1.  L-istituzzjonijiet jistmaw ir-riskju operattiv tal-AVA billi jevalwa t-telf potenzjali li jista' jinħoloq bħala riżultat ta' riskju operattiv relatat ma' proċessi ta' valutazzjoni. Din l-istima tinkludi valutazzjoni tal-pożizzjonijiet ta' valutazzjoni li huma ġġudikati li huma ta' riskju matul il-proċess tal-prova tal-karta tal-bilanċ, inklużi dawk minħabba tilwim legali.

2.  Meta istituzzjoni tapplika l-Approċċ Avvanzat ta' Kejl tar-Riskju Operattiv kif speċifikat fil-Parti Tlieta, it-Titolu III, Kapitolu 4 tar-Regolament (UE) Nru 575/2013, hija tista' tirrapporta riskju operattiv tal-AVA ta' żero bil-kundizzjoni li tipprovdi evidenza li r-riskju operazzjoni relatat mal-proċessi ta' valutazzjoni, kif determinat skont il-paragrafu 1, huwa ġustifikat bil-kalkolu ta' Approċċ ta' Kejl Avvanzat.

3.  F'każijiet oħra barra dawk li ssir referenza għalihom fil-paragrafu 2, l-istituzzjoni tikkalkula rata ta' riskju operattiv AVA ta' 10 % tas-somma tal-livell aggregat AVA għall-inċertezza tal-prezzijiet tas-suq u l-ispejjeż tal-għeluq.

1. Ħarsa ġenerali

,
Article 17 1.
Institutions shall estimate an operational risk AVA by assessing the potential losses that may be incurred as a result of operational risk related to valuation processes. This estimate shall include an assessment of valuation positions judged to be at-risk during the balance sheet substantiation process, including those due to legal disputes.
Article 17 2.
Where an institution applies the Advanced Measurement Approach for Operational Risk as specified in Part Three, Title III, Chapter 4 of Regulation (EU) No 575/2013, it may report a zero operational risk AVA on condition that it provides evidence that the operational risk relating to valuation processes, as determined in accordance with paragraph 1, is fully accounted for by the Advanced Measurement Approach calculation.
Article 17 3.
In other cases than those referred to in paragraph 2, the institution shall calculate an operational risk AVA of 10 % of the sum of the aggregated category level AVAs for market price uncertainty and close-out costs.

1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

Rekwiżiti

3. Standards relatati

Standards
  • Builddate: 26.06.2020 00:00:00 -Doknr: CELEX:32016R0101
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