1. European
  2. Legislation (EU)
  3. EU Regulations
  4. 2013
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  1. Regulation 575/2013/EU - Capital Requirements Regulation CRR
  2. Part Three - Capital Requirements (arts. 92-386)
  3. Title IV Own funds requirements for market risk (arts. 325-377)
  4. Chapter 5 Use of internal models to calculate own funds requirements (arts. 362-377)
  5. Section 4 Internal model for incremental default and migration risk (arts. 372-376)
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Section 4 Internal model for incremental default and migration risk (arts. 372-376)

Proposal incorporated
Comparing proposed amendment...
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
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