+Article 78 3.

Article 78 3.

►M11  Competent authorities shall, on the basis of the information submitted by institutions in accordance with paragraph 1, monitor the range of risk-weighted exposure amounts or own funds requirements, as applicable, for the exposures or transactions in the benchmark portfolio resulting from the approaches of those institutions. Competent authorities shall make an assessment of the quality of those approaches with at least the same frequency as the EBA exercise referred to in paragraph 1, second subparagraph, paying particular attention to: ◄

(a) 

those approaches that exhibit significant differences in own fund requirements for the same exposure;

▼M11

(b) 

approaches where there is particularly high or low variability, and also where there is a significant and systematic under-estimation of own funds requirements.

EBA shall produce a report to assist the competent authorities in the assessment of the quality of the approaches based on the information referred to in paragraph 2.

1. Prezentare generală

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Titlu Reglementare

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe
Sursă Cerință

3. Standarde asociate

Standarde
Sursă Cerință
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