+Article 36 3
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Article 36 3
3. For the purposes of paragraph 2, points (a) to (d), competent authorities may apply any of the following assessment methods:
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(a)
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on a sample of transactions, require the institution to calculate and reconcile the changes in the end-of-day value as resulting from the end-of-day valuation process, the actual changes, and the hypothetical changes;
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(b)
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on a sample of transactions, require the institution to calculate the hypothetical changes and the risk-theoretical changes, and verify whether the effect of the passage of time is captured consistently;
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(c)
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compare the profile of the cumulative hypothetical changes to the portfolio’s value over a given period of time and the corresponding cumulative actual changes over the same period to assess the plausibility of the calculations performed by the institution.
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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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