Regulatory Alerts2023-07-12
Added · Updated
Application form for permission to use an internal model for market risk or counterparty credit risk calculation
Institutions may submit applications to use internal models for calculating capital ratios for market risk under Article 363 of the Capital Requirements Regulation or for counterparty credit risk under Article 283 of the Capital Requirements Regulation. The relevant application forms are available on the ECB website and are also usable by institutions under the direct supervision of the Dutch Central Bank. Applicants should be prepared to provide supplementary information if required by the authorities after submission.
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