+Artikolu 8 Dokumentazzjoni tal-estensjonijiet u l-bidliet
---+Article 8 1.
---+Article 8 2.
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Artikolu 8 Dokumentazzjoni tal-estensjonijiet u l-bidliet
Artikolu 8 Dokumentazzjoni tal-estensjonijiet u l-bidliet
▼M1
1. Għall-estensjonijiet u l-bidliet fl-approċċ IRB jew fl-AMA jew fl-IMA kklassifikati bħala li jirrikjedu l-approvazzjoni tal-awtoritajiet kompetenti, l-istituzzjonijiet jissottomettu, flimkien mal-applikazzjoni, id-dokumentazzjoni li ġejja:
(a)
deskrizzjoni tal-estensjoni jew tal-bidla, ir-raġuni għaliha u l-għan tagħha;
(b)
id-data tal-implimentazzjoni;
(c)
il-kamp ta' applikazzjoni affettwat mill-estensjoni jew mill-bidla fil-mudell, b'karatteristiċi ta' volum;
(d)
dokument(i) tekniċi u tal-proċess;
(e)
ir-rapporti tar-rieżami jew il-validazzjoni indipendenti tal-istituzzjonijiet;
(f)
konferma li l-estensjoni jew il-bidla ġiet approvata permezz tal-proċessi ta' approvazzjoni tal-istituzzjoni mill-korpi kompetenti u d-data tal-approvazzjoni;
(g)
fejn applikabbli, l-impatt kwantitattiv tal-bidla jew tal-estensjoni fuq l-ammonti tal-iskopertura ponderati għar-riskju, jew fuq ir-rekwiżiti ta' fondi proprji, jew fuq in-numri tar-riskju relevanti jew fuq is-somma tar-rekwiżiti ta' fondi proprji u n-numri tar-riskju rilevanti;
(h)
rekords tan-numri tal-verżjoni attwali u preċedenti tal-istituzzjoni tal-mudelli interni li huma soġġetti għall-approvazzjoni.
▼B
2. Għal estensjonijiet u bidliet ikklassifikati bħala li jirrikjedu notifika jew qabel jew wara l-implimentazzjoni, l-istituzzjonijiet jissottomettu, flimkien man-notifika, id-dokumentazzjoni msemmija fil-punti (a), (b), (c), (f) u (g) tal-paragrafu 1. 1. Ħarsa ġenerali
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Regolamentazzjoni |
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Article 8 1.
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For extensions and changes to the IRB approach, or to the AMA or to the IMA classified as requiring competent authorities' approval, institutions shall submit, together with the application, the following documentation:
(a)
description of the extension or change, its rationale and objective;
(c)
scope of application affected by the model extension or change, with volume characteristics;
(d)
technical and process document(s);
(e)
reports of the institutions' independent review or validation;
(f)
confirmation that the extension or change has been approved through the institution's approval processes by the competent bodies and date of approval;
(g)
where applicable, the quantitative impact of the change or extension on the risk weighted exposure amounts, or on the own funds requirements, or on the relevant risk numbers or sum of relevant own funds requirements and risk numbers;
(h)
records of the institution's current and previous version number of internal models which are subject to approval.
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Article 8 2.
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For extensions and changes classified as requiring notification either before or after implementation, institutions shall submit, together with the notification, the documentation referred to in points (a), (b), (c), (f) and (g) of paragraph 1.
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1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
- Builddate: 09.07.2015 00:00:00 -Doknr: CELEX:32014R0529
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