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Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn

Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)

[F1C 32.03 - PRUDENT VALUATION: MODEL RISK AVA (PRUVAL 3)

ANNEX I Table 35: rows 1 - 4

[F1RANK	MODEL	RISK CATEGORY	PRODUCT	OBSER-VABILITY	MODEL RISK AVA			AGGREGATED AVA CALCULATED UNDER METHOD 2	FAIR-VALUED ASSETS AND LIABILITIES		IPV DIFFERENCE (OUTPUT TESTING)	IPV COVERAGE (OUTPUT TESTING)	FAIR VALUE ADJUSTMENTS		DAY1 P&L
[F1RANK	MODEL	RISK CATEGORY	PRODUCT	OBSER-VABILITY	MODEL RISK AVA	OF WHICH: USING EXPERT APPROACH	OF WHICH: AGGRE-GATED USING METHOD 2	AGGREGATED AVA CALCULATED UNDER METHOD 2	FV ASSETS	FV LIABILITIES	IPV DIFFERENCE (OUTPUT TESTING)	IPV COVERAGE (OUTPUT TESTING)	MODEL RISK	EARLY TERMINATION	DAY1 P&L
0005	0010	0020	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150
															]

Textual Amendments

F1 Substituted by Commission Implementing Regulation (EU) 2018/1627 of 9 October 2018 amending Implementing Regulation (EU) No 680/2014 as regards prudent valuation for supervisory reporting (Text with EEA relevance).