+CHAPTER I GENERAL PROVISIONS
---+Article 1 Methodology for calculating Additional Valuation Adjustments (AVAs)
---+Article 2 Definitions
---+Article 3 Sources of market data
------+Article 3 1.
------+Article 3 2.
------+Article 3 3.

CHAPTER I GENERAL PROVISIONS

CHAPTER I GENERAL PROVISIONS

1. Przegląd

,
Tytuł Regulacja
Article 1 Methodology for calculating Additional Valuation Adjustments (AVAs)

Article 1

Methodology for calculating Additional Valuation Adjustments (AVAs)

Institutions shall calculate the total additional valuation adjustments (‘AVAs’) necessary to adjust the fair values to the prudent value and shall calculate those AVAs quarterly according to the method provided in Chapter 3, unless they meet the conditions for applying the method provided in Chapter 2.

Article 2 Definitions

Article 2

Definitions

For the purpose of this Regulation the following definitions shall apply:

(a) 

‘valuation position’ means a financial instrument or commodity or portfolio of financial instruments or commodities held in both trading and non-trading books, which are measured at fair value;

(b) 

‘valuation input’ means a market observable or non-observable parameter or matrix of parameters that influences the fair value of a valuation position;

(c) 

‘valuation exposure’ means the amount of a valuation position which is sensitive to the movement in a valuation input.

Article 3 Sources of market data

1.1 Odwołania

1.2 Zidentyfikowane wymagania

1.3 Powiązane normy

2. Zidentyfikowane wymagania

Wymagania
Źródło Wymaganie

3. Powiązane normy

Normy
Źródło Wymaganie