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

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