Contents
- 1. Institutions shall categorise changes to the use of their…
- 10. Institutions shall calculate the risk numbers Rni set out…
- 2. Institutions shall categorise extensions of the use of the…
- 3. By way of derogation from paragraphs 1 and 2, institutions…
- 4. To assess whether the conditions in paragraph 1, point (b)…
- 5. Institutions shall consider the risk number Rni set out in…
- 6. To assess whether the conditions in paragraph 1, point (b)…
- 7. Institutions shall calculate the ratio to be used for asse…
- 8. Institutions shall calculate the ratio to be used for asse…
- 9. Institutions shall calculate the ratios referred to in par…
4.To assess whether the conditions in paragraph 1, point (b), and paragraph 2, point (b), are fulfilled, institutions shall consider the following risk numbers Rni:
(a)Rn1, the institution’s previous day’s expected shortfall risk measure (ESt-1) referred to in Article 325ba(1), point (a)(i), of Regulation (EU) No 575/2013, for the portfolio of all positions referred to in paragraph 10 of this Article;
(b)Rn2, the institution’s previous day’s stress scenario risk measure (SSt-1) referred to in Article 325ba(1), point (a)(ii), of Regulation (EU) No 575/2013, for the portfolio of all positions referred to in paragraph 10 of this Article;
(c)Rn3, the most recent own funds requirement for default risk referred to in Article 325ba(2), point (a), of Regulation (EU) No 575/2013, for the portfolio of all positions referred to in paragraph 10 of this Article.
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