+Article 29 4

Article 29 4

4.   For curves that have been modelled by means of function parameters as referred to in Article 6 of Delegated Regulation (EU) 2022/2060, competent authorities shall assess whether the institution’s internal policies include analysis showing that shocking functions parameters allows capturing all material risks in the curves and the volatility across different tenors. Where appropriate, competent authorities may complement their assessment by using the assessment method referred to in paragraph 5 of this Article.

1. Overzicht

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Titel Regelgeving

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

Eisen
Bron Eis

3. Gerelateerde standaarden

Standaarden
Bron Eis
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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