European Commission 14 June 2022, Commission Delegated Regulation (EU) 2022/2060 of 14 June 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the criteria for assessing the modellability of risk factors under the internal model approach (IMA) and specifying the frequency of that assessment under Article 325be(3) of that Regulation (Text with EEA relevance)

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European Union · · · Cited by 28 · 26-10-2022

Article 1. Criteria for the assessment of the modellability of risk factors that do not belong to a curve, a surface or a cube
Article 2. Verifiable prices
Article 3. Representativeness of verifiable prices for risk factors
Article 4. Criteria for the assessment of the modellability of risk factors that belong to a curve, a surface or a cube
Article 5. Bucketing approaches for risk factors belonging to curves, surfaces or cubes
Article 6. Criteria for the assessment of the modellability of risk factors representing function parameters of a parametric curve, a surface or a cube
Article 7. Documentation
Article 8. Entry into force

26.10.2022

Official Journal of the European Union

L 276/60

COMMISSION DELEGATED REGULATION (EU) 2022/2060

of 14 June 2022

supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the criteria for assessing the modellability of risk factors under the internal model approach (IMA) and

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