+Article 44 12
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Article 44 12
12. For the purposes of paragraph 2, point (f)(ii), competent authorities may:
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(a)
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require the institution to determine the stress period by maximising the value referred to in Article 12(1) of Delegated Regulation (EU) 2024/397 on a set of non-modellable risk factors or any non-modellable standardised bucket belonging to the same broad category of risk factors, using the pricing methods used in the risk-measurement model in accordance with Article 13(2) of that Delegated Regulation;
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(b)
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assess whether the stress period determined in accordance with point (a) significantly differs from the stress period identified by the institution when applying the methodology referred to in Article 12(2) of Delegated Regulation (EU) 2024/397.
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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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