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…
5.Institutions shall consider the risk number Rni set out in paragraph 4 as relevant where that risk number fulfils all the following conditions:
(a)on at least one day over the period referred to in paragraph 9:RniSIMA5 %
(b)on the first business day of the testing of the impact of the extension or change:RniSIMA1 %where SIMA is the sum referred to in paragraph 1, point (b)(i).
Institutions shall check the conditions referred to in the first subparagraph both with and without the extension or change to the use of their alternative internal models.
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