[F1 ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

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).

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

ANNEX I Table 35: rows 1 - 4

[F1 RANK	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: AGGRE-GATED 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
															]