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…
9.Institutions shall calculate the ratios referred to in paragraphs 7 and 8 for a period of 15 consecutive business days starting from the first business day of the testing of the impact of the extension or change to the use of their alternative internal models.The choice of the 15 consecutive business days period shall be representative of the trading and hedging activity under normal market conditions for the portfolio of positions affected by the extension or change to the use of their alternative internal models. That period shall be part of the 9 months preceding the notification or request for permission to their competent authority as referred to in Article 325az(7) of Regulation (EU) No 575/2013.
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