6. For the purposes of paragraph 3, point (b)(i), competent authorities shall, for the most material trading desks or all trading desks:
|
(a)
|
require the institution to provide the time series of hypothetical and theoretical changes in the trading desk’s portfolio’s value used for calculating the Spearman correlation coefficient and Kolmogorov-Smirnov test metric as referred to in Article 6 of Delegated Regulation (EU) 2022/2059;
|
|
(b)
|
calculate the Spearman correlation coefficient in accordance with Article 7 of Delegated Regulation (EU) 2022/2059 and the Kolmogorov-Smirnov test metric in accordance with Article 8 of that Delegated Regulation;
|
|
(c)
|
verify whether the Spearman correlation coefficient and Kolmogorov-Smirnov test metric resulting from point (b) coincide with those obtained by the institution;
|
|
(d)
|
verify whether the classification of the trading desks to the zones referred to in Article 9 of Delegated Regulation (EU) 2022/2059 is correct.
|