EBU Single Rulebook Q&A 2 June 2016 2016_2763 Capability to perform an impact analysis for 15 consecutive business days for extensions and changes of internal approaches for market risk

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European Union · · · 27-01-2017

Do the regulatory technical standards for assessing the materiality of extensions and changes of internal approaches when calculating own funds requirements (Delegated Regulation (EU) No 529/2014, as amended by Delegated Regulation (EU) 2015/942 for market risk) imply that institutions using internal approaches for market risk shall have the capability to perform a parallel run for 15 consecutive

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