+Articolul 273b Nerespectarea condițiilor pentru utilizarea metodelor simplificate de calculare a valorii expunerii pentru instrumentele financiare derivate și a abordării simplificate pentru calcularea cerințelor de fonduri proprii pentru riscul CVA
---+Article 273b 1.
---+Article 273b 2.
---+Article 273b 3.
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Articolul 273b Nerespectarea condițiilor pentru utilizarea metodelor simplificate de calculare a valorii expunerii pentru instrumentele financiare derivate și a abordării simplificate pentru calcularea cerințelor de fonduri proprii pentru riscul CVA
1. Prezentare generală
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Reglementare |
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Article 273b 1.
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An institution that no longer meets one or more of the conditions set out in Article 273a(1) or (2) shall immediately notify the competent authority thereof.
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Article 273b 2.
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►M17
Institutions shall cease to calculate the exposure values of their derivative positions in accordance with Section 4 or 5 and to calculate the own funds requirements for CVA risk in accordance with Article 385, as applicable, within three months of the occurrence of one of the following: ◄
(a)
the institution does not meet the conditions set out in point (a) of Article 273a(1) or (2), as applicable, or the conditions set out in point (b) of Article 273a(1) or (2), as applicable, for three consecutive months;
(b)
the institution does not meet the conditions set out in point (a) of Article 273a(1) or (2), as applicable, or the conditions set out in point (b) of Article 273a(1) or (2), as applicable, for more than six of the preceding 12 months.
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Article 273b 3.
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Institutions that have ceased to calculate the exposure values of their derivative positions in accordance with Section 4 or 5 and to calculate the own funds requirements for CVA risk in accordance with Article 385, as applicable, shall only be permitted to resume calculating the exposure value of their derivative positions as set out in Section 4 or 5 and the own funds requirements for CVA risk in accordance with Article 385 where they demonstrate to the competent authority that all of the conditions set out in Article 273a(1) or (2), have been met for an uninterrupted period of one year.
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1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
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