Article 46 2

(a)

require the institution to provide the list of positions assigned to trading desks for which the institution has been granted the permission to use internal models referred to in Article 325az of Regulation (EU) No 575/2013 or is in the process of being granted such permission;

(b)

require the institution to identify those positions containing a risk factor mapped to the broad category of risk factors ‘equity’ or the broad category of risk factors ‘credit spread’, as referred to in Article 325bd(1) of Regulation (EU) No 575/2013, and the corresponding traded debt or equity instrument in accordance with Article 325bi of that Regulation;

(c)

verify the accuracy of the list referred to in point (a) and of the identification referred to in point (b);

(d)

verify, on a sample of instruments identified in point (b), whether those instruments are in the scope of instruments included in the calculation of the own funds requirement for default risk.