Textual Amendments
[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: 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 |
] |