The institutions using the Advanced Measurement Approaches set out in Articles 321 to 324 for the calculation of their own funds requirements for operational risk shall disclose a description of the use of insurances and other risk transfer mechanisms for the purpose of mitigation of this risk.
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Chapter 5 · Use of internal models to calculate own funds requirements › Section 5 · Internal model for correlation trading › Article 454
Use of the Advanced Measurement Approaches to operational risk
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