+Article 23 3
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Article 23 3
3. For the assessment referred to in paragraph 2, point (b)(i), competent authorities may identify trading desks or hypothetical portfolios used by the institution for the internal validation referred to in Article 325bj(3), point (c), of Regulation (EU) No 575/2013 whose values depend on factors that are not included in the internal risk-measurement model, and apply the following steps in the following order:
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(a)
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require the institution to calculate:
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(i)
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the hypothetical changes in a trading desk portfolio’s value or in the hypothetical portfolio’s value calculated in accordance with Article 3 of Delegated Regulation (EU) 2022/2059;
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(ii)
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the hypothetical changes in the trading desk portfolio’s value or in the hypothetical portfolio’s value calculated in accordance with Article 3 of Delegated Regulation (EU) 2022/2059, while keeping unchanged the factors that are not included as risk factors in the internal risk-measurement model;
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(iii)
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the risk-theoretical changes in the trading desk portfolio’s value or in the hypothetical portfolio’s value calculated in accordance with Article 12 of Delegated Regulation (EU) 2022/2059.
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(b)
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require the institution to explain deviations in the changes in the portfolio’s values calculated in accordance with points (a)(i), (ii), and (iii).
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1. Overzicht
1.1 Referenties
1.2 Geïdentificeerde eisen
1.3 Gerelateerde standaarden
2. Geïdentificeerde eisen
3. Gerelateerde standaarden
- Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
- EULAW -
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