+Article 5 (d)
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Article 5 (d)
in relation to an institution for which the derogation for small trading book businesses set out in Article 94 of Regulation (EU) No 575/2013 does not apply, the staff member meets one of the following criteria:
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(i)
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the staff member has the authority to take, approve or veto decisions on transactions on the trading book that in aggregate represent one of the following thresholds:
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—
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where the standardised approach is used, an own funds requirement for market risks that represents 0,5 % or more of the institution’s Common Equity Tier 1 capital;
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—
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where an internal model-based approach is approved for regulatory purposes, 5 % or more of the institution’s internal value-at-risk limit for trading book exposures at a 99th percentile (one-tailed confidence interval level);
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(ii)
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the staff member is a voting member of a committee that has the authority to take the decisions mentioned in point (i) of this point;
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1. Översikt
1.1 Referenser
1.2 Identifierade krav
1.3 Relaterade standarder
2. Identifierade krav
3. Relaterade standarder
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