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…
7.Institutions shall calculate the ratio to be used for assessing whether the conditions set out in paragraph 1, points (b)(i) and (ii), or paragraph 2, point (b)(i), are fulfilled as follows:
(a)in numerator, the difference between the sum SIMA referred to in paragraph 1, point (b)(i), with and without the extension or change to the use of their alternative internal models;
(b)in the denominator, the sum SIMA referred to in paragraph 1, point (b)(i), without the extension or change to the use of their alternative internal models.
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