RegAlertRule · DNB · 12 Jul 2023
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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Subject to permission obtained from the competent authorities, institutions may use internal models to calculate their capital ratios. Institutions can submit an application for permission to use an internal model for market risk (Article 363 of the Capital Requirements Regulation (CRR)) or for counterparty credit risk (Article 283 of the CRR).
Published: 12 July 2023
The relevant application forms are available from the ECB website . Institutions under DNB's direct supervision can also use them.
Please note that after submission of the application form we may still require supplementary information from the financial enterprise. In that case, we will inform the institution of this in writing.
Base law
Art. 283 CRR
(Refers to an external site)
Art. 363 CRR
(Refers to an external site)
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- Issued under
- CRR Regulation No. 575 of 2013Not in RegAlert · European Parliament and of the Council
“institutions may use internal models to calculate their capital ratios. Institutions can submit an application for permission to use an internal model for market risk (Article 363 of the Capital Requirements Regulation (CRR)) or for counte…”
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