+Artikolu 5 Bidliet għall-approċċ IRB mhux ikkunsidrati bħala materjali
---+Article 5 1.
---+Article 5 2.

Artikolu 5 Bidliet għall-approċċ IRB mhux ikkunsidrati bħala materjali

Artikolu 5

Bidliet għall-approċċ IRB mhux ikkunsidrati bħala materjali

1.  Bidliet għall-approċċ IRB, li mhumiex materjali iżda li għandhom jiġu notifikati lill-awtoritajiet kompetenti skont l-Artikolu 143(4) tar-Regolament (UE) Nru 575/2013, jiġu nnotifikati kif ġej:

(a) 

bidliet li jissodisfaw kwalunkwe waħda minn dawn il-kundizzjonijiet jiġu nnotifikati lill-awtoritajiet kompetenti mill-inqas xahrejn qabel l-implimentazzjoni tagħhom:

(i) 

bidliet deskritti fl-Anness I, il-Parti I, it-Taqsima 2;

(ii) 

bidliet deskritti fl-Anness I, il-Parti II, it-Taqsima 2;

(iii) 

bidliet li jirriżultaw fi tnaqqis ta' mill-inqas 5 % tal-ammonti tal-iskopertura ponderati għar-riskju għal riskju ta' kreditu u ta' dilwizzjoni assoċjat mal-firxa ta' applikazzjoni ta' sistema ta' klassifikazzjoni interna jew mal-approċċ ibbażat fuq mudelli interni għal skoperturi ta' ekwità.

(b) 

il-bidliet l-oħra kollha għandhom jiġu nnotifikati lill-awtoritajiet kompetenti wara l-implimentazzjoni tagħhom mill-inqas fuq bażi annwali.

2.  Għall-finijiet tal-paragrafu (1)(a)(iii) ta' dan l-Artikolu, u skont l-Artikolu 3(2), l-impatt tal-bidla jiġi vvalutat bħala proporzjon ikkalkulat kif ġej:

(a) 

fin-numeratur, id-differenza fl-ammonti tal-iskopertura ponderati għar-riskju għal riskju ta' kreditu u ta' dilwizzjoni assoċjat mal-firxa ta' applikazzjoni tas-sistema ta' klassifikazzjoni interna jew tal-approċċ ibbażat fuq mudelli interni għal skoperturi ta' ekwità qabel u wara l-bidla;

(b) 

fid-denominatur, l-ammonti tal-iskopertura ponderati għar-riskju għal riskju ta' kreditu u ta' dilwizzjoni qabel il-bidla assoċjata mal-firxa ta' applikazzjoni tas-sistema ta' klassifikazzjoni jew l-approċċ ibbażat fuq il-mudelli interni għal skoperturi ta' ekwità.

Il-kalkolu jirreferi għall-istess waqt ta' żmien partikolari.

Id-determinazzjoni tal-impatt fuq l-ammonti tal-iskopertura ponderati għar-riskju tirreferi biss għall-impatt tal-bidla fl-approċċ IRB, u s-sett ta' skoperturi jitqies li jibqa' kostanti.

1. Ħarsa ġenerali

,
Article 5 1.

Changes to the IRB approach, which are not material but are to be notified to competent authorities according to Article 143(4) of Regulation (EU) No 575/2013, shall be notified in the following manner:

(a) 

changes which fulfil any of the following conditions shall be notified to competent authorities at least two months before their implementation:

(i) 

changes described in Annex I, Part I, Section 2;

(ii) 

changes described in Annex I, Part II, Section 2;

(iii) 

changes which result in a decrease of at least 5 % of the risk-weighted exposure amounts for credit and dilution risk associated with the range of application of the internal rating system or internal models approach to equity exposures.

(b) 

all other changes shall be notified to the competent authorities after their implementation at least on an annual basis.
Article 5 2.

For the purposes of paragraph (1)(a)(iii) of this Article, and in accordance with Article 3(2), the impact of the change shall be assessed as a ratio calculated as follows:

(a) 

in the numerator, the difference in the risk-weighted exposure amounts for credit and dilution risk associated with the range of application of the internal rating system or the internal models approach to equity exposures before and after the change;

(b) 

in the denominator, the risk-weighted exposure amounts for credit and dilution risk before the change associated with the range of application of the rating system or the internal models approach to equity exposures.

The calculation shall refer to the same point in time.

The determination of the impact on risk-weighted exposure amounts shall refer only to impact of the change to the IRB approach, and the set of exposures shall be assumed to remain constant.

1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

Rekwiżiti

3. Standards relatati

Standards
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