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Chapter 5 Use of internal models to calculate own funds requirements (arts. 362-377)

Comparing proposed amendment...
Section 1 Permission and own funds requirements (arts. 362-364)
Applicable
Article 362 Specific and general risks
Applicable
Article 363 Permission to use internal models
Applicable
Article 364 Own funds requirements when using internal models
Section 2 General requirements (arts. 365-369)
Applicable
Article 365 VaR and stressed VaR Calculation
Applicable
Article 366 Regulatory back testing and multiplication factors
Applicable
Article 367 Requirements on risk measurement
Applicable
Article 368 Qualitative requirements
Applicable
Article 369 Internal Validation
Section 3 Requirements particular to specific risk modelling (arts. 370-371)
Applicable
Article 370 Requirements for modelling specific risk
Applicable
Article 371 Exclusions from specific risk models
Section 4 Internal model for incremental default and migration risk (arts. 372-376)
Applicable
Article 372 Requirement to have an internal IRC model
Applicable
Article 373 Scope of the internal IRC model
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Article 374 Parameters of the internal IRC model
Applicable
Article 375 Recognition of hedges in the internal IRC model
Applicable
Article 376 Particular requirements for the internal IRC model
Section 5 Internal model for correlation trading (art. 377)
Applicable
Article 377 Requirements for an internal model for correlation trading