+marknadsrisk (nivå 1)
---+categories (level 1) categories (level 2)
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marknadsrisk (nivå 1)
| Råvarurisk | > Pre-FRTB – interna modeller Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 5 artiklarna 362–377 > Pre-FRTB – Schablonmetoden /Post-FRTB – Förenklade schablonmetoden Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 3 artiklarna 351–354 > Post-FRTB – Alternativ schablonmetod Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 1a avsnitt 2 artiklarna 325d–325k (känslighetsbaserad metod, riskklass valutarisk) > Post-FRTB – Alternativ internmodellmetod Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 1b artiklarna 325az-325bp (förväntad brist/SSRM-komponent) Förordning (EU) nr 575/2013, artikel 4.1.143 Relevanta rättsliga hänvisningar för kapitalbehandling > Pre-FRTB – interna modeller Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 5 artiklarna 362–377 > Pre-FRTB – Schablonmetoden /Post-FRTB – Förenklade schablonmetoden | | (handelslager och bankbok) | Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 4 artiklarna 351–354 > Post-FRTB – Alternativ schablonmetod Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 1a avsnitt 2 artiklarna 325d–325k (känslighetsbaserad metod, riskklass råvarurisk) > Post-FRTB – Alternativ internmodellmetod Förordning (EU) nr 575/2013, del tre avdelning IV kapitel 1b artikel 325az-325bp (förväntad brist/SSRM-komponent) | | Underkategorier för | Rättsliga hänvisningar/definitioner54 |
1. Översikt
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categories (level 1) categories (level 2)
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Legal risk Article 4(1), point (52a) of the CRR Model risk Article 4(1), point (52b) of the CRR | ICT risk Article 4(1), point (52c) of the CRR | ICT availability and continuity risk ICT security risk (including cyber) ICT change risk ICT data integrity risk | The risk that performance and availability of ICT systems, data or services are adversely impacted, including the inability to timely recover the institution’s services, due to a failure of ICT hardware or software components; weaknesses in ICT system management; or any other event The risk that unauthorised access or malicious or intentional acts compromise ICT systems, data or services irrespective of whether they originate from within or outside the institution (e.g. cyber-attacks) The risk arising from the inability of the institution to manage changes to ICT systems or ICT services in a timely and controlled manner The risk that data stored and processed by ICT systems are incomplete, inaccurate or inconsistent across different ICT systems impairing the soundness or continuity of the institution’s services and activities and potentially resulting in operational, financial, legal, or reputational impact | | Operational risk sub-Legal references/Definitions | Operational risk sub- | Legal references/Definitions |
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categories (level 1) categories (level 2)
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| ICT third-party risk | the risk that may arise for an institution in relation to its use of ICT services provided by ICT third-party service providers or by subcontractors of the latter, including through outsourcing arrangements (Article 3 (18) of DORA), including ICT concentration risk (Article 3 (29) of DORA) on both critical and non-critical ICT third-party services providers |
The risk that may arise for a financial entity in relation to the use of function provided by third-party service providers or by Third-party risk subcontractors of the latter, including the (non-ICT) provision of a function or the support to a function, including through outsourcing arrangements (upcoming EBA Guidelines on sound management of third-party risk) Credit risk (operational risk events related to credit risk not accounted Article 317 (5) of the CRR for in the risk-weighted exposure for credit risk) Market risk (operational risk events related to Article 317 (6) of the CRR market risk)
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1.1 Referenser
1.2 Identifierade krav
1.3 Relaterade standarder
2. Identifierade krav
3. Relaterade standarder
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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