Institutions shall disclose the approaches for the assessment of own funds requirements for operational risk that the institution qualifies for; a description of the methodology set out in Article 312(2), if used by the institution, including a discussion of relevant internal and external factors considered in the institution's measurement approach, and in the case of partial use, the scope and coverage of the different methodologies used.
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Chapter 5 · Use of internal models to calculate own funds requirements › Section 5 · Internal model for correlation trading › Article 446
Operational risk
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