Commission Implementing Regulation (EU) No 680/2014Show full title
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)
[C 32.03 - PRUDENT VALUATION: MODEL RISK AVA (PRUVAL 3)
ANNEX I Table 35: rows 1 - 4
[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 |
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OF WHICH: USING EXPERT APPROACH | OF WHICH: AGGRE-GATED USING METHOD 2 | FV ASSETS | FV LIABILITIES | MODEL RISK | EARLY TERMINATION |
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0005 | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 |
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| | | | | | | | | | | | | | | ] |