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Chapter 1b Alternative internal model approach (arts. 325az-325bp)

Comparing proposed amendment...
Section 1 Permission and own funds requirements (arts. 325az-325ba)
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Article 325az Alternative internal model approach and permission to use alternative internal models
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Article 325ba Own funds requirements when using alternative internal models
Section 2 General requirements (arts. 325bb-325bk)
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Article 325bb Expected shortfall risk measure
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Article 325bc Partial expected shortfall calculations
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Article 325bd Liquidity horizons
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Article 325be Assessment of the modellability of risk factors
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Article 325bf Regulatory back-testing requirements and multiplication factors
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Article 325bg Profit and loss attribution requirement
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Article 325bh Requirements on risk measurement
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Article 325bi Qualitative requirements
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Article 325bj Internal validation
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Article 325bk Calculation of stress scenario risk measure
Section 3 Internal default risk model (arts. 325bl-325bp)
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Article 325bl Scope of the internal default risk model
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Article 325bm Permission to use an internal default risk model
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Article 325bn Own funds requirements for default risk using an internal default risk model
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Article 325bo Recognition of hedges in an internal default risk model
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Article 325bp Particular requirements for an internal default risk model