+Articolul 445a Publicarea de informații privind riscul CVA
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Articolul 445a Publicarea de informații privind riscul CVA
1. Prezentare generală
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Reglementare |
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Article 445a 1.
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Institutions subject to the own funds requirements for CVA risk shall disclose the following information:
(a)
an overview of their processes to identify, measure, hedge and monitor their CVA risk;
(b)
whether institutions meet all of the conditions set out in Article 273a(2); where those conditions are met, whether institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach set out in Article 385; where institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach, the own funds requirements for CVA risk in accordance with that approach;
(c)
the total number of counterparties for which the standardised approach is used, with a breakdown by counterparty types.
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Article 445a 2.
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Institutions using the standardised approach set out in Article 383 for calculating the own funds requirements for CVA risk shall disclose, in addition to the information referred to in paragraph 1 of this Article, the following information:
(a)
the structure and the organisation of their internal CVA risk management function and governance;
(b)
their total own funds requirements for CVA risk under the standardised approach with a breakdown by risk class;
(c)
an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(2).
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Article 445a 3.
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Institutions using the basic approach set out in Article 384 for calculating the own funds requirements for CVA risk shall disclose, in addition to the information referred to in paragraph 1 of this Article, the following information:
(a)
their total own funds requirements for CVA risk under the basic approach, and the components BACVAtotal
and BACVAcsr-hedged
;
(b)
an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(3).
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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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