+Article 44 9
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Article 44 9
9. For the purposes of paragraph 2, point (d)(iii), competent authorities may, on a sample of risk factors for which the methodology referred to in Article 10(4) of Delegated Regulation (EU) 2024/397 is used and for which observations over a 1-year period are more than twelve:
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(a)
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require the institution to estimate the volatility of those risk factors over that 1-year period;
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(b)
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require the institution to estimate the volatility over that 1-year period of the risk factors selected in accordance with Article 10(5) of Delegated Regulation (EU) 2024/397 for the risk factors referred to in point (a);
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(c)
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assess whether the volatility of the risk factors selected by the institution resulting from the estimation referred to in point (b) is systematically lower than the volatility of the risk factors in the institution risk-measurement model resulting from the estimation referred to in point (a).
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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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