xmlns:atom="http://www.w3.org/2005/Atom" xmlns:atom="http://www.w3.org/2005/Atom"
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 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).
[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 | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
OF WHICH: USING EXPERT APPROACH | OF WHICH: AGGREGATED USING METHOD 2 | FV ASSETS | FV LIABILITIES | MODEL RISK | EARLY TERMINATION | ||||||||||
0005 | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 |
] |