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EBA final draft RTS on assessment methodology for competent authorities regarding compliance of an institution with the requirements to use internal models for market risk and assessment of significant share under CRR (EBA/RTS/2016/07)These RTS specify the conditions under which competent authorities assess the significance of positions included in the scope of market risk internal models, as well as the methodology that competent authorities shall apply to assess an institution’s compliance with the requirements to use an Internal Model Approach (IMA) for market risk.
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