Contents
4.Institutions shall calculate the changes in the value of the adjustments referred to in paragraph 3 on the basis of either of the following:
(a)all those positions that are assigned to trading desks for which institutions calculate the own funds requirements for market risk in accordance with the alternative internal model approach set out in Part Three, Title IV, Chapter 1b of Regulation (EU) No 575/2013.
(b)all positions subject to own funds requirements for market risk.
Source: EUR-Lex, © European Union, 1998-2026. Reuse authorised under Decision 2011/833/EU.