+Article 51 (a)

Article 51 (a)

verify whether the institution’s internal policies:

(i)

describe how the netting is performed;

(ii)

specify:

(1)

those basis risks that are implicitly captured in the model by modelling two different positions;

(2)

those basis risk that are instead explicitly captured by introducing a basis risk factor;

1. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde