EBU Single Rulebook Q&A 15 January 2020 2020_5082 EBA validation rule v4859_m: [C 24.00 (c030;040;050;060)] {r100} <= {r030} + {r060} + {r080} + {r090}
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European Union · · · 04-12-2020
The prevailing implementing technical standards (Commission Implementing Regulation (EU) No 680/2014 of 16th April 2014 as amended by Commission Implementing Regulation (EU) No 2018/1627 of 9th October 2018 provide guidance, about the breakdown of figures relevant for the calculation of market risk, when using internal models.
In the Annex II point 5.7.1 - General Remarks, is stated: "142.
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