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
Applicable
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