Commission Delegated Regulation (EU) 2022/2060 of 14 June 2022 supplementing Regu... (32022R2060)
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Commission Delegated Regulation (EU) 2022/2060 of 14 June 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the criteria for assessing the modellability of risk factors under the internal model approach (IMA) and specifying the frequency of that assessment under Article 325be(3) of that Regulation (Text with EEA relevance)
- COMMISSION DELEGATED REGULATION (EU) 2022/2060
- of 14 June 2022
- supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the criteria for assessing the modellability of risk factors under the internal model approach (IMA) and specifying the frequency of that assessment under Article 325be(3) of that Regulation
- (Text with EEA relevance)
- Article 1
- Criteria for the assessment of the modellability of risk factors that do not belong to a curve, a surface or a cube
- Article 2
- Verifiable prices
- Article 3
- Representativeness of verifiable prices for risk factors
- Article 4
- Criteria for the assessment of the modellability of risk factors that belong to a curve, a surface or a cube
- Article 5
- Bucketing approaches for risk factors belonging to curves, surfaces or cubes
- Article 6
- Criteria for the assessment of the modellability of risk factors representing function parameters of a parametric curve, a surface or a cube
- Article 7
- Documentation
- Article 8
- Entry into force
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