Financial and capital market Commission Regulation No. 64 in Riga on May 2, 2007. (pr. 19. p. 6)
To the internal ratings based approach, advanced measurement approaches, methods and internal models of risk values for the use of the internal model of authorization rules Issued in accordance with the law of credit institutions article 50.8 sixth, eighth article 50.9 and the second paragraph of article 101.5, financial instruments market law article 123.3 and 123.4 sixth eighth article i. General questions 1. determines the order in which the financial and capital market Commission (hereinafter the Commission) allows banks and investment brokerage company (hereinafter authority) the capital requirements the calculation used: 1.1 to the internal ratings based (hereinafter referred to as the IRB) (Internal ratings Based) approach to credit risk for calculating capital requirements;
1.2. develop measurement approach (hereinafter AMP) (Advanced measurement Approach) operational risk capital requirements;
1.3. the internal model method (hereinafter-IMMA) (Internal Model Method) counterparty credit risk for calculating capital requirements;
1.4. the risk value (hereinafter RPVS), (value at Risk) internal models for market risk capital requirements.
Below 1.3-1.4 the permit referred to in paragraph – the use of internal models.
2. the rules also apply to institutions that are registered in the Republic of Latvia in the European Union or of the parent credit institution registered in Latvia in the European Union of the mother's financial holding company (hereinafter – the consolidation of the group parent company), and its subsidiary joint submissions 1.1-1.3 licence referred to in paragraph 1.
3. the authorisation referred to in paragraph 1 shall provide for the receipt of applications, institutions that want to get a permit referred to in paragraph 1, together with the consolidation of the Group's parent company, the list (with the exception referred to in paragraph 1.4 authorization), the information referred to in these provisions and documents accompanying the application list (annex 2). The list of institutions (annex 1) also includes the authorities that capital requirements for the calculation of the internal model planned for later use in accordance with the phased implementation plan.
4. Application 1.1.-1.4. point for authorization must be submitted to the Latvian language. The documents annexed to the application can also be English 2 these rules in the case referred to in the paragraph.
5. If the 1.1-1.4. the authorisation referred to in paragraph 1 for the required information already submitted to the Commission and since then there has been a change in the information, the authority indicated in the application and this information is not provided.
6. the authority shall submit the application to the 1.1-1.4. authorization referred to in paragraph 2, in agreement with the Commission before the application deadline.
7. After the submission of the application to the authority is obliged to inform the Commission of any significant changes in the information accompanying the application.
8. If the application submitted to the authority, which is a consolidation of the Group's parent company, and the application referred to several authorities, rules 11-42. the information referred to in paragraph 1 shall be provided for each institution and documents accompanying the application list (annex 2) notes that of the institutions referred to in the application document is applied.
9. If the institution uses or intends to use multiple internal models or rating systems, rules 22, 31, 40, 49 and 50 of the information referred to in paragraph 1 shall provide for each of the internal model or a ratings system.
10. After the 1.1-1.4. authorization referred to in the Office at least once a year or after any significant changes to its internal models, restore the these rules 3, 4, 5 or 6, the information required in annex and shall submit to the Commission upon request.
II. Permission to use the IRB approach to credit risk for calculating capital requirements for obtaining the information necessary for the Commission to allow 11 institution to use the IRB approach to credit risk for calculating capital requirements, the authority shall provide the following information: 11.1. the organisational structure of the authority;
11.2. the implementation and use of the IRB approach;
11.3. IRB approach implementation plan (including the phased implementation plan, if any is applied);
11.4. credit risk management organization;
11.5. rating systems applications;
11.6. stress test procedure and results;
7.3. the rating system used for the data control;
11.8. the rating system test documentation;
7.4. the use of the IRB approach to capital requirements of impact about;
11.10. the rating system documentation;
11.11. the IRB approach for use in calculating the capital requirements for credit risk in the self-assessment of compliance requirements (annex 3).
12. information on the organisational structure of the Authority include: 12.1. organisational structure of the authority a graphical representation and, if the application is submitted to the authority, which is the parent company of the consolidation group, the structure of the Group and the credit risk management group in a graphical representation of the Organization;
12.2. information on planned changes to the institutions and the consolidation group structure or credit risk management organisation (where provided).
13. the introduction and use of the IRB approach description includes: 13.1. exposure categories (according to the Commission, 2 may, 2007 No. 60 of the rules "for the calculation of minimum capital requirements rules" (hereinafter – MKP) 120, paragraph list of exposures) appropriate capital requirements calculated approach (IRB approach, the authority itself performs only a probability of default (hereinafter SNV) estimates, IRB approach, the authority itself out loss that may arise in the case of default (hereinafter SNZ), and estimates of degrees of correction or standardised approach), the application of the proportion (in percentage of total exposure value), when you use the MKP, paragraph 148 of the rules options constantly not to use the IRB approach, and do not use;
13.2. the rating system used in the authority list, including information as to which rating system is or will be used for the exposure classes. If the application is submitted to the authority, which is a consolidation of the Group's parent company, also include information as to which rating system is or will be used in each of the subsidiary companies.

14. the IRB approach in the implementation plan, t.sk. the phased implementation plan if, at the time of the application of the IRB approach is not yet fully implemented in all categories of exposures include rating system and internal model development, testing, employee training URu.tml. with the introduction of the activity time schedule (for example, using a Gantt chart or a similar tool).
15. information on credit risk management of the organisation include: 15.1. Management (Council, Board and the management board directly under the existing Divisional Manager) function description (clearly indicating the matters which the senior management of delegated their rights to make decisions);
15.2. the credit risk control unit functions;
15.3. the outsourcing of credit risk control function;
15.4. the procedures applied to ensure that the provisions of the MKP 6.205. of the annex referred to in paragraph 1, the credit risk control unit in compliance with the requirements of independence;
15.5. the report on credit risk management of the preparation and submission of the order, as the IRB approach and how often the introduction of related departments in preparing and submitting reports on risk management, responsible parties, internal auditor and management, including information on the use of the data contained in the accounts of the institution's strategy for future action;
15.6. the internal audit function for the introduction and use of the IRB approach for process control;
15.7. the external auditors and other third parties (if used) functions relating to the implementation and use of the IRB approach for process control;
15.8. procedure for rating systems and the approval of changes made to it;
15.9. the procedures of the external activities of the internal model control.
16. information on the rating system applications include: 16.1 rating system everyday as the authorities and the risk management process and an integral part of the procedure, including information on the use of the IRB approach in each of the following areas: 16.1.1. the credit granting process;
16.1.2. individual and portfolio limits;
16.1.3. awareness of credit risk management, including a review of the structure, frequency and last prepared statements;
16.1.4. expected loss calculation and accrual of uncertain debts.
16.1.5. the body acceptable risk level (risk appetit);
16.1.6. profitability of the institution and evaluation of performance;
16.2. the difference, if any, between the parameters that are used in the calculation of capital requirements and used for internal purposes (for example, the internal capital adequacy assessment process (Internal Capital Adequacy assessment process)), listing;
16.3. compliance with the provisions of the MKP 6 in part 4 of annex above requirements for rating systems use ratings;
16.4. the institutions providing the infrastructure, the use of the rating system description, including information technology systems, employee skills and resources, development of the methodology of rank, a new rating system and internal models of internal approval process and information which the Authority considers necessary to provide.
17. information on the stress test procedure and results include information about authorities stress testing programme, methods and their compliance with the provisions of annex 6 of the MKP was 116-118. the requirements referred to in paragraph 1, as well as procedures for reporting to the Governing Board for the stress test results.
18. the information on the rating system used in data management include: 18.1. data architecture, including information on data collection and storage, as well as the compilation of the capital requirement purposes;
18.2. the institutions data compliance checks, the provisions of annex 6 of the MKP was 112-115 the requirements set out in paragraph established procedures;
18.3. an explanation of the rating system used data representation and historical merits, including information on the deficiencies in the data used and their impact on the calculation of capital requirements;
18.4. information about external data and data collected together with other institutions, and their impact on the use of historical data.
19. Rating system documentation shall include checks: 19.1. procedures for regular ratings system, and efficiency of use;
19.2. the authorities access to information on the ratings system test, including information about the rating system and it includes the resolution of the internal model (discriminativ power) and calibration (calibration), i.e. a predetermined standards of conformity, checks (checks are performed only if the rating systems or internal models, provides only relevant information), especially with regard to loans with a low probability of default;
19.3. information about the ways the Board make sure that ratings system or that it contains the internal model (optionally can provide information about the rating system and internal model) the suitability of the actual operation of the authority and relevance of the objectives of the operation.
20. the use of the IRB approach to capital requirements affect the calculation of assessment includes the following information for each exposure category, which the IRB approach has been or will be applied to: 20.1. capital requirements for credit risk calculated using the Commission 25 January 2004 rule Nr. 255 ' capital adequacy calculation rules "4. the requirements referred to in points (to 2007 December 31 existing provisions);
20.2. credit risk the capital requirements, calculated using the provisions of title II of the MKP Chapter 2 of part 3 and 6 the requirements referred to in the annex;
20.3. explanation of security, vērtspapirizēšan and credit derivative financial instruments and their effects on the size of credit risk capital requirements.
21. the information referred to in paragraph 20 of the consolidation group is also provided as a whole (if the application is submitted to the authority, which is a consolidation of the Group's parent company) and each exposure category (in accordance with the provisions of the MKP 120. exposure referred to in the category listing).
22. the rating system documentation includes: 22.1. rating systems;
22.2. the rating system used by the use of internal models: SNV, SNZ, the degree of adjustment;
22.3. the exposure category or categories for which the rating system applies;
22.4. the products or customers, to which the rating system;

22.5. the rating system used internally developed a list of the internal model, including information on each model's importance rating system, expressed as a percentage of the exposures, to which the rating system, the total value;
22.6. the rating system used in the external list of internal models developed, including information on each model's importance rating system, expressed as a percentage of the exposures, to which the rating system, the total value;
14.1. date when the ratings system was first or will be implemented;
22.8. rating system includes the exposure value;
14.2. the rating system in the risk weighted exposure value;
22.10. rating system includes the debtor or transaction;
22.11. event of default of the actual number and the actual authority of the assessment period, giving this period;
12/22. procedures for the establishment of exclusions from the rating procedures;
22.13. derogation from the procedures for the determination of the appropriate rank of the actual number and relative frequency (relative to the rating system includes the number of transactions) in the period, giving this period;
22.14. the procedures for which exposure occurred defaulted, ratings assigned for review.
22.15. information about the authorities estimated the adjustment notches and SNZ;
22.16. indication of the rating system automation, it is the extent to which rating systems requiring manual steps. Assessments made in paragraph 4 of the system: 1-fully automated; 2 – largely automated; 3 – mostly manual; 4-fully manual;
22.17. If the institution uses external data, external data sources list, including more external data comparison and their conditions of use;
22.18. last ranking system, specifying the date of the check test results confirmed the person;
22.19. rating systems a summary of the results of the verification, including: 22.19.1. information about the rating system or the internal models used in the verification of the accuracy of the data used;
22.19.2. information on the results obtained using the rating system or the internal model used, the outcome of the action (such as SNV) comparison with other internal or external rating systems or models of performance;
22.19.3. information on statistical methods or tests that are applied to estimate the rating system or the internal model used, including the results of these tests, as well as information about the internal threshold or the permissible deviations from planned indicators of irregularities;
22.19.4. information on statistical methods or tests that are applied to estimate the rating system or the internal model used, including gauging the results, as well as information about the internal threshold or the permissible deviations from planned indicators of irregularities;
22.19.5. information on qualitative methods, which are used to continuously verify the rating system or the internal models used in compliance with the provisions of annex 6 of the MKP was part 4 of these requirements and the integrity and consistency of use;
22.19.6. Description of the deficiencies found and recommendations need to be made to the works;
22.20. If the rating system has not yet been formally approved internally or have undergone internal review of its operations, the body contains information about the checks that were made to the rating system during development, as well as future plans for a ratings system for inspection.
23. the IRB approach for use in calculating the capital requirements for credit risk in compliance with the requirements for the conduct of self-evaluation authority regulations Appendix 3, which contains the rules of MKP 6. part 4 of the annex to the above requirements for the use of the IRB approach capital requirement for credit risk calculation.
23.1. the authority shall assess and justify the degree of compliance with each of the provisions contained in annex 3 criteria based and citing internal documents, policies, procedures, reports, documents, etc, which are added to the application.
23.2. If the self-assessment, the authority finds non-compliance or partial non compliance with the provisions of annex 3 of these criteria, the authority adds assessment with planned activities for achieving compliance with the description.
23.3. The self-evaluation, self-assessment exercise, the authority added a description of the process, including the names of the persons and the obligations of their self assessment.
III. Permission to use the AMP operational risk capital requirements for the determination of the necessary information To allow the Commission 24. institution to use the AMP capital requirements for operational risk, the authority shall provide the following information: 24.1. the organisational structure of the authority;
24.2. the introduction and use of the AMP;
24.3. AMP implementation plans (including the phased implementation plan, if any is applied);
15.2. operational risk management organization;
15.2. The AMP application;
24.6. the internal model used, data management and integrity;
15.3. the internal model;
15.4. the internal model of inspection activities;
15.5. The AMP for use in operational risk capital requirements in the determination of conformity with the requirements assessment (annex 4).
25. information on the organisational structure of the Authority include: 25.1. the Authority's organizational structure and a graphical representation of the application, if submitted to the authority, which is the parent company of the consolidation group, the Group's structure and operational risk management group in a graphical representation of the Organization;
25.2. information on planned changes to the institutions and the consolidation group structure or operational risk management organisation (where provided).
26. the introduction and use of the AMP is described: 26.1. AMP use impact on the institution's capital requirement assessment in absolute terms compared to the calculation of capital requirements, which made using one of the following methods-fundamentals approach, standardised approach, alternative standardised approach – or a combination of them (in accordance with the provisions of title II of the MKP 4 chapter), specifying the evaluation period;

26.2. the consolidation of the Group's parent company to provide information on its subsidiary used and planned methods for determining operational risk (in accordance with the provisions of title II of the MKP 4. Chapter 2-5 the methods referred to in part), indicating if the subsidiaries are going to use from the parent company of different internal models;
16.3. information on the planned use of partial access to the AMP (in accordance with the provisions of 290.2.3-MKP 290.2.5. the cases mentioned in paragraph 1, including the reasons for partial use).
27. the implementation plan, the AMP t.sk. the phased implementation plan, if at the time the application is not yet fully implemented and include internal model development, testing, employee training URu.tml. with the introduction of the activity time schedule (for example, using a Gantt chart or a similar tool).
28. information on operational risk management organizations include: 28.1. authorities used an operational risk management techniques;
28.2. Management (Council, Board and the management board directly under the existing Divisional Manager) function description (clearly indicating the matters which the superior leadership delegate their authority to make decisions);
28.3. the operational risk management Department functions and procedures that are applied to ensure its independence;
28.4. the internal audit function for the introduction and use of process & control;
28.5. External Auditors and other third parties (if used) functions relating to the implementation and use of the AMP process control;
28.6. Description of the management information system, including in each authority level made the content of the information and a brief description and a sample, as well as explaining how you determine the necessary amount of information and content, and how it is reviewed;
28.7. information about the decision-making process for the management of operational risk, as well as examples for the implementation of this process in practice, different levels of authority, including the operational risk identification.
29. information on the AMP uses include: 29.1. documents certifying the use of the internal model of daily operational risk management processes;
29.2. the institutions providing the infrastructure, the use of description, and including information technology systems, employee skills and resources, a new system of testing and implementation, information which the Authority considers necessary to provide.
30. information on the internal model used, data management and integrity include: 30.1. data architecture, including information on data collection and storage;
30.2. the institutions selected data standards (in accordance with the provisions of title II of the MKP 4. Chapter 5. criteria referred to in part for internal elements to be used in the model), including data accuracy, and compliance with capital requirements purposes rating procedures;
30.3. information on information technology systems business continuity assurance procedures, including information about the system downtime incidents (number, reason, indicating the period) and restoration of the intended action.
31. the internal model documentation includes: 31.1. the approach of the authority for the internal model (for example, loss distribution approach (the loss Distribution Approach), the scenario-based approach (scenario Based Approach) or risk factors and control approach (Risk drivers and controls Approach));
31.2. information on internal model approach, including information on whether the same approach is used throughout the body, or they use vary, depending on the scope and type of operational loss, as well as providing access to reasons for the choice;
31.3. the basic assumption contained in the internal model and parameters (including exceptions), as well as justification for the assumptions and parameters and their effects on the internal model performance assessment;
19.5. the internal model assumptions and parameters contained in the compliance authority the actual parameters of the operational risk assessment procedure;
31.5. information on four elements (in accordance with the provisions of title II of the MKP Chapter 4, part 5, – internal data, external data, the data for the scenario analysis and data on indicators that reflect the specificity of the environment the Authority's business and internal controls) use (rate) the internal model, including the weighing element;
19.6. inspection procedures the internal model used to comply with the provisions of title II of the MKP 4. Chapter 5 of the criteria set out in part four elements;
19.7. the internal model of the Authority's activities, its elements, the results of the test and parameter descriptions, evaluating the performance of the internal model and the reliability of results;
19.8. the explanation of the methods used to balance authority between the internal model operational stability and speed;
31.9. an explanation of the loss associated with several areas of activity, distribution methods, including a description of these methods;
31.10. information about how internal model takes into account the environmental factors of the institution and their changes;
31.11. policies for the use of insurance to reduce operational risk, including information on the method of authority that the captive or associates insurance company signed an insurance contract or an assignment of the contract are not taken into account as a risk reduction;
31.12. information about insurance coverage reflected the reduction of operational risk calculation (in accordance with the provisions of the MKP 317. above);
31.13. If the institution uses different risk-reducing techniques, information on their nature and the inclusion of the internal model method;
31.14. rationale for the use of the common correlation between operational risk capital requirements;
31.15. explanation for the correlations estimated detection methods and their underlying empirical evidence;
31.16. for an explanation of the manner in which the internal model takes into account the correlations, and found the yield (compared with the result obtained, without taking into account the correlation) from the acquired level of diversification;
31.17. correlation assumption used in the verification process description, including information on the assumption of validity checks;
31.18. procedural validity correlation assumptions, and the accuracy of the continuous compliance checks;

31.19. information about the method used the authority of its total capital requirements for operational risk is calculated (calculated in accordance with the provisions of title II of the MKP 4. the requirements of chapter);
31.20. If the application is submitted to the authority, which is the parent company of the consolidation group, information on the operational risk capital allocation between the different institutions of the Group methodology.
32. the activities of the internal model test documentation includes: 32.1. procedures for regular internal model performance, and efficiency of use;
32.2. information about ways to make sure that the internal control model results compliance risks of the institution;
32.3. the institutions of the internal model used, a description of the checks and the operating institutions views for inspection methods.
33. The AMP for use in operational risk capital requirements in the determination of compliance with the requirements for carrying out the self-assessment provisions of the authority the annex, which contains the provisions of title II of the MKP Chapter 4 part 5 of the requirements referred to in the AMP for use in operational risk capital requirements for the calculation.
33.1. the authority shall assess and justify the degree of compliance with each of the provisions contained in annex 4 criteria based and citing internal documents, policies, procedures, reports, documents, etc, which are added to the application.
33.2. If, through self-assessment, the authority finds non-compliance or partial non-compliance 4. criteria referred to in the annex, the authority adds assessment with planned activities for achieving compliance with the description.
33.3. The self-evaluation, self-assessment exercise, the authority added a description of the process, including the names of the persons and the obligations of their self assessment.
IV. Permission to use the IMM counterparty credit risk for calculating capital requirements for obtaining the necessary information To allow the Commission 34. authority to use the IMM counterparty credit risk for calculating capital requirements, the authority shall provide the following information: 34.1. the introduction and use of IMM description;
21.3. IMM implementation plans (including the phased implementation plan, if any is applied);
21.3. the counterparty credit risk management organization;
21.4. The IMM application;
34.5. the internal model used, data management and integrity;
21.5. the internal model;
21.6. the internal model of the operation;
21.6. IMMA use counterparty credit risk capital calculation requirements compliance self assessment (annex 5).
35. information on the implementation and use of the IMM include: 21.8. IMMA use impact on the institution's capital requirement assessment in absolute terms compared to the calculation of capital requirements, which made using the provisions of annex 1 of the MKP 3, 4 or 5 of that method;
35.2. the consolidation of the Group's parent company to provide information on its subsidiary methods of credit risk of the counterparty (in accordance with the provisions of annex 1 of the MKP 3-6 the methods referred to in part), if the consolidation group, the parent company and its subsidiary have submitted a joint application;
35.3. information on planned changes to the institutions and the consolidation of the organisational structure of the Group (where provided);
35.4. the types of exposures, which the authority intends to apply the IMM, listing (based on the provisions of annex 1 of the MKP, part 2, the Division referred to in paragraph 28) and total number of business partners (representative purposes can also add information about the extent of the transaction);
22.1. types of exposures, which (if any) Authority is going to use the provisions of annex 1 of the MKP 6. in paragraph 63 of part of the gradual implementation;
22.1. types of exposures, which (if any) Authority is going to apply at all IMM (MKP rule 6 of annex 1, part of the 62 cases referred to in paragraph);
22.2. the types of exposures, which (if any) Authority is going to use the IMM in combination with the provisions of annex 1 of the MKP 3.-5. the methods described in part (in accordance with the provisions of annex 1 of the MKP 6. part 29 and the possibility referred to in paragraph 64);
22.2. information on whether the calculation of the credit institution, IMMA be used in combination with the standardised approach or IRB approaches.
36. IMM implementation plan, as well as the phased implementation plan, if at the time the application is not yet fully implemented the IMM, IMM or phased implementation includes implementation time schedule (for example, using a Gantt chart or a similar tool).
37. information on the credit risk of the counterparty management organizations include: 37.1. Management (Council, Board and the management board directly under the existing Divisional Manager) function of the counterparty credit risk management;
37.2. the risk-control unit, which controls the credit risk of the counterparty, the features and procedures that are applied to ensure its independence;
37.3. internal audit function the internal implementation and use of the model control process;
23.2. the external auditors and other third parties (if used) functions relating to the implementation of the internal model and process of use control description;
37.5. the security management;
23.4. information on the activities of the internal models of organizational structure;
37.7. externally developed internal models, the following operational control;
23.5. information about the stress tests, the program and the stress test results.
38. information on the use of internal models include: 38.1. documents certifying the use of the internal model of the counterparty credit risk management processes;
38.2. Management addressed reports that are used in the credit risk of the counterparty and which includes information on concentration risk, general correlation risk correlation of specific risks and the stress test results.
39. information on the internal model used, data management and integrity include: 24.3. the institutions selected data description standards;
24.4. the data architecture, including information on data collection and storage as well as data fusion methods for calculation of capital requirements;
39.3. the institutions of internal procedure model data used MKP rules of conformity of annex 1 part 6 criteria set out in the evaluation, as well as data accuracy, completeness and compliance with the capital requirements calculated needs assessment;

39.4. information about information technology system for the operation of the presumption;
24.5. for information on information technology systems business continuity assurance procedures, including information on the activities of the break (reason number, indicating the period) and restoration of the intended action.
40. the internal model documentation includes: 24.9. information on the use of the internal model, including information on the institution's departments, products and risk factors;
40.2. the documents, which include internal model used in creating the parameter, the assumption, assumptions, constraints, as well as the description of the risk modeling, security, including the effects of impact and margin (margin agreement) Agreement impact modeling descriptions;
40.3. information on market data, including in relation to the control and market data used in making the assumption of methods of documentation;
25.1. the institutions the results of inspections carried out in relation to the internal model used, assumptions and rounding effects on the performance of the internal model's accuracy;
25.2. the institutions of the checks carried out in respect of the conformity of the internal model institutions of counterparty credit risk profile, the results, including information on: 40.5.1. correlations between the counterparty exposures (i.e., the risk that the counterparty positions change in the same market factors change simultaneously);
40.5.2. General correlation risk (general wrong-way risk) and the specific correlation risk (specific wrong-way risk);
40.6. information about any risks that do not include the internal model, assessing the importance of each risk factor;
40.7. reports on the activities of the internal model;
25.4. information on planned major changes to the internal model, if any are planned.
41. the activities of the internal model test documentation includes: 25.5. procedures for regular internal model performance, and efficiency of use;
41.2. the institutions used retrospective method of inspection and analysis of the results of the checks carried out.
42. IMMA use counterparty credit risk in the calculation of capital requirements for compliance with the requirements for the exercise of authority of the self-assessment rules annex 5 containing provisions for MKP 1 part 6 of Annex 78 to 103 of the requirements referred to in paragraph IMMA use counterparty credit risk in the calculation of capital requirements.
42.1. the authority shall assess and justify the degree of compliance with each of the provisions contained in annex 5 criteria based and citing internal documents, policies, procedures, reports, documents, etc, which are added to the application.
26.2. If, through self-assessment, the authority finds non-compliance or partial non compliance with the provisions of annex 5 of these criteria, the authority adds assessment with planned activities for achieving compliance with the description.
26.3. The self-evaluation, self-assessment exercise, the authority added a description of the process, including the names of the persons and the obligations of their self assessment.
V. RPVS permission to use internal models for market risk capital requirements for the determination of the necessary information To allow the Commission 43. institution to use an internal model RPVS market risk capital requirements, the authority shall provide the following information: 43.1. the internal model into RPVS and use;
43.2. RPVS internal model implementation plans;
43.3. market risk management in the Organization;
43.4. RPVS internal model applications;
43.5. RPVS internal model used data management and integrity;
27.1. the internal model dossier RPVS;
27.2. the internal model transactions RPVS inspection documentation;
43.8. RPVS internal model for use in market risk capital requirements in the determination of conformity with the requirements assessment (annex 6).
44. the internal model into RPVS and description of use include: 44.1. using the internal model RPVS impact on capital requirements institutions compared to the calculation of capital requirements, which made using the provisions of title II of the MKP 3. sections 1, 4 or 5 of that method;
44.2. information about the trading portfolio, showing where and how a large part of the portfolio (expressed as a percentage in relation to the trading book of the kopapmēr) will be applied to the internal model RPVS;
44.3. the contact information (name, phone number, e-mail address) in the context of the implementation of the internal model RPVS and use.
45. the internal model RPVS implementation plan includes RPVS internal model development, testing, employee training URu.tml. with the introduction of the activity time schedule (for example, using a Gantt chart or a similar tool).
46. information on market risk management for the Organization include: 46.1. Management (Council, Board and the management board directly under the existing Divisional Manager) function in the management of market risks;
46.2. the risk-control unit, which controls market risks, functions and procedures that are applied to ensure its independence;
46.3. the internal audit function for the internal model into RPVS and use of process control;
46.4. the external auditors and other third parties (if used) functions relating to the implementation of the internal model RPVS and use process control;
28.9. information on the activities of the internal models of organizational structure;
46.6. for information on stress testing program and the stress test results.
47. information on the use of the internal model RPVS include: 29.3. documents (procedures), which shows the use of the internal model RPVS daily market risk management processes;
47.2. the risk-control Department reports on internal model control for the RPVS performance;
47.3. the internal audit activity the internal model RPVS test results.
48. information on the internal model used, RPVS data management and integrity include: 48.1. the institutions selected data description standards;
48.2. data architecture, including information on data collection and storage;
48.3. the procedures for the authorities of the source of the data consistency, timeliness, safety, and independence;
48.4. details on the information technology system for the operation of the presumption;

30.1. information on information technology systems business continuity assurance procedures, including information on the activities of the break (reason number, indicating the period) and restoration of the intended action.
49. the dossier RPVS internal model include: 30.5. information on the use of the internal model RPVS, indicating the risk management, internal model will be applied;
30.6. the documents, which include internal model building RPVS used parameter estimates for the assumptions, limitations, as well as the description of the risk modeling description;
30.6. information about the method used by the authority of the provisions of the MKP, paragraph 283 of the increased risk of default for the inclusion in the calculation of capital requirements;
49. If the authority does not use referred to in paragraph 30.6 method-method of calculation of additional capital requirements;
30.8. information about any risks that do not include the internal model RPVS, assessing the importance of each risk factor;
30.8. the reports on the activities of the internal model;
49.7. information on planned major changes to the internal model, if any are planned.
50. the activities of the internal model RPVS test documentation includes: 50.1. procedures for regular internal model performance, and efficiency of use;
50.2. information about MKP rule 274. the assessment provided for in paragraph 3;
50.3. RPVS internal models the assumption of conformity used actual risk parameters that describes the results of the inspections;
50.4. information on institutions created internal model tests RPVS matches the actual structure of the trading book;
50.5. information about MKP rule 274.3. hypothetical portfolio referred to the use of the internal model transactions RPVS robustness checks;
50.6. information about MKP 281.4 provisions referred to in point debt securities and equity securities apakšportfeļ structure, if the institution intends to take the appropriate retroactive testing on apakšportfeļ;
50.7. authorities used retrospective method of inspection and analysis of the results of the inspections carried out, including information about the retroactive tests documented the number of overruns last (before application) 250 working days.
51. the use of the internal model RPVS market risk capital requirements in the determination of compliance with the requirements for carrying out the self-assessment rules authority annex 6, which contains the provisions of title II of the MKP 3. Chapter 6, part of such requirements for the use of the internal model RPVS market risk capital requirements.
51.1. the authority shall assess and justify the degree of compliance with each of the provisions contained in annexes 6, criteria based and citing internal documents, policies, procedures, reports, etc. documents, which shall be annexed to the application, except for the part that assess the case, if the authority is going to use an internal model RPVS debt securities and equity securities risk calculation.
51.2. If, through self-assessment, the authority finds non-compliance or partial non compliance with the provisions of annex 6 of these criteria, the authority adds assessment with planned activities for achieving compliance with the description.
51.3. The self-evaluation, self-assessment exercise, the authority added a description of the process, including the names of the persons and the obligations of their self assessment.
VI. final question 52. With the entry into force of these regulations shall lapse at the Commission of 6 December 2002, rule no. 328 "credit institutions and credit unions regulatory activities of financial and capital market Commission of authorization and disclosure rules" 1.2.3.
Informative reference to European Union directives, the regulations include provisions resulting from: 1) of the European Parliament and of the Council of 14 June 2006 on the directive 2006/48/EC relating to the taking up and pursuit of the business of credit institutions (recast);
2) of the European Parliament and of the Council of 14 June 2006, Directive 2006/49/EC on the capital adequacy of investment firms and credit institutions.
Financial and capital market Commission, the President of the U.S. When the annex 1 financial and capital market Commission 02.05.2007. Regulation No. 64 the list contact information contact person in connection with questions relating to examination of application (name, surname) of the contact person title of contact person phone number and e-mail address of the consolidation group name/the name of the parent contained in the application to the Authority (name) Annex 2 financial and capital market Commission 02.05.2007. Regulation No. 64 of the documents accompanying the Application list no PO box
The institution's internal document name in the internal document last version date of entry into force of the institutions to which the action applies an internal document (A) (B) (C) (D) where the application is submitted, the authority, which is a consolidation of the Group's parent company, and the following in the application.
Annex 3 financial and capital market Commission 02.05.2007. Regulation No. 64 _____ _____ _____ _____ _____ _____ _____ _____ (authority name) ____ ____ ____ ____ ____ ____ ____ ____ ____ ____ (date of carrying out the self-reflection) IRB approach for use in calculating the capital requirements for credit risk in the self-assessment of compliance with the requirements of the rating system of 1 to 1. If the institution uses multiple rating systems, justification for the use of rating systems in respect of the debtor or transaction record and rating system in such a manner that properly reflects the debtor or counterparty risks inherent.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2. Rating of award criteria and processes are regularly reviewed to determine whether they still correspond to the portfolio and external conditions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.1. Rating system structure

1.1.1. Exposures to corporates, institutions, central Governments and central banks 3. Rating system takes into account the risk of the debtor and the transaction raksturojošo.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. Rating system creates a debtor the rating scale which reflects exclusively the debtor the risk of running a numeric expression. The debtor the rating scale provided at least seven categories of debtors who meet their obligations, and one for debtors who fail to comply with their obligations.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5. Debtor's category is the category of risk rating system rating scale of the debtor where the debtor in the group based on a specific and clear rating criteria, which are made to the SNV estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 6. the authority shall document the criteria used to distinguish default risk level between debtor categories.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 7. Authority portfolios concentrated in a specific market segment and the risk of default in the range, create enough debtor categories in this default risk range, to avoid an unnecessary concentration of debtor in a specific category.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 8. concentration of Material in any one category based on compelling empirical evidence that the debtor categories cover a sufficiently narrow interval, and that all this SNV category grouped debtor risk falls within that interval.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 9. To enable the authority to use the same set of capital requirements calculated in SNZ, a rating system shall include a separate transaction rating scale which reflects exclusively by SNZ business related raksturojošo.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 10. Counterparty risk category is the category rating system scale, in which the Group exposures, based on specific and clear rating criteria that determine the SNZ estimates or estimates of the degree of correction. Category definition includes both how the exposures included in the category, and the criteria used to determine the level of risk for each category.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 11. Relevant concentration of exposures to a single category of business based on solid empirical evidence that the class covers a sufficiently narrow interval, and that all the SNZ this category would mean the risk exposures include in that interval.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 12. the authority, which uses the provisions of annex 6 of MKP-1 in point 6 of part the method of determining the level of risk in specialised lending exposures are exempt from the requirements of the debtor the rating scale, which reflect only the debtor's risk of default numeric expression to these exposures. Regardless of this annex, point 5 and 6 in this case, the requirements of the authority for such exposures provide at least four categories of connection missing debtors and at least one category – which the debtor defaults.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.1.2. Small exposure portfolio 13. Rating systems reflect both the risks of debtor and transaction risk and cover all the relevant debtors and transactions raksturojošo.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

14. the degree of Risk differentiation shall ensure that the number of exposures in a particular category or portfolio would be sufficient to clearly quantify and confirm raksturojošo performance losses or portfolio category level.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 15. exposures and the debtor distribution categories or pools is made in such a way as to prevent excessive concentration.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 16. The process of allocating exposures to grades or pools, to provide for a reasonable risk difference and sufficiently homogeneous exposure group in one category and allows you to accurately and consistently estimate damage figures category raksturojošo or portfolio level.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 17. for purchased receivables the grouping categories reflect the seller's credit granting practices and diversity of the customer evaluation of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 18. Dividing exposures categories or pools, the following shall be taken into account the risk of raksturojošo indicators: • the debtor's risk indicators raksturojošo;
• transaction risk indicators, including raksturojošo and/or security. The authority shall clearly define the cases in which the same security applies to multiple exposures;
• the absence, unless the institution can demonstrate to the Commission that this exposure is not a significant risk for the absence of quantifiable factor.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 1.2. requirements for grouping classes or portfolios 19. The Authority has developed the necessary definitions, criteria and processes for the exposures or categorize portfolios rating system. They comply with at least the following requirements: • category and portfolio definitions and criteria are certainly enough detail to authority employees who were asked to take the exposure rating, would debtors or business with similar risk consistently grouped in the same category or portfolio. The consistency of the observed activities, departments and geographical coverage;
• rating process documentation allow third parties to understand the risks categorized, or pools, for partitioning and pools and to assess whether this division into categories or pools is appropriate;
• These criteria also conform to the institution's internal lending standards and policies for distressed debtors and problematic types of transactions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 20. Body, grouping the debtors and business categories or pools, take into account all relevant information. Such information is up to date and allows the body to predict the future with the exposure risks. Because less information is authority because it makes a more conservative grouping of exposures and the debtor business categories or pools.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 21. If the authority, setting the group by internal rating, as the first factor, use the external assessment, the authority shall ensure that account is taken of the rest of the information in question.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.3. allocation of risk Rating deals 1.3.1. Exposures to corporates, institutions, central Governments and central banks 22. the granting process of each debtor means one of the categories of debtor.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 23. Institution that is permitted to use its calculated levels or SNZ adjustment, the process of granting credit to each exposure also means business category.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

24. the authority, which uses the provisions of annex 6 of the MKP-6 of part 1 of the method described in paragraph to determine the degree of risk of specialised lending exposures, each of these exposures in the appropriate category means in accordance with paragraph 12 of this annex.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 25. Each legal person, to which the institution has exposures is assessed individually.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 26. The institution has adequate procedures for clients – debtors and sais clouded the customer groups.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 27. Exposures to a single debtor means the same debtor categories, despite the differences between each individual transaction characteristics.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 28. Exceptions when the same debtor's individual exposures allows you to group several categories, are as follows: • Government transfer risk (transfer risk country), which depends on whether the exposure is carried out in local or foreign currency;
• If any exposure-related guarantees can take debtors ' appointment as correction in the appropriate category;
• If consumer protection, security, or other privacy laws prohibit the exchange of client data with any third parties.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.3.2. Small exposure portfolio 29. the process of granting Credit every exposure means one of the categories or portfolios.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. in certain agenda 1.3.3. exceptions (override) 30. Authority designation of categories and pools determined documented situations in which authorisation to derogate exceptionally from the rating assignment based on the data or their processing results, but allows you to define ratings, based on a subjective assessment of the employee responsible.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 31. Exceptions from established procedures approved for these purposes by authorized staff. The authority shall document and resignation, employees who made it.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 32. the authority shall analyse the risks, which the rating assignment has been made, by way of derogation from the procedure laid down for the rating designation, t.sk. without taking into account the entered data or results. This analysis covers exposure to default risk by providing the actual evaluation reports on all responsible parties that approved the resignation of rating assignment policy rule.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.4 Rating process integrity 1.4.1. Exposures to corporates, institutions, central Governments and central banks 33. Award and the Rating process the periodic review shall be made or approved by the independent person that does not benefit directly from the decision on the provision of credit.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 34. Authority at least once a year, review the ratings assigned.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 35. With regard to the debtors, where the level of risk assessed as high, as well as the risk of the transactions, in relation to which the detected default or delay in the performance of a credit agreement, the review shall be conducted more frequently.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 36. If the body becomes available for significant new information about the debtor or exposure, it takes a new rating.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 37. Authority is to ensure an efficient process for obtaining the relevant information and updating on the debtor, which affects the SNV.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 38. Authority is provided an effective process for obtaining the relevant information and update about those business indicators that affect the degree of correction and SNZ.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.4.2. The small business portfolio of risk 39. the authority at least once a year, review the debtor and the distribution of business categories and pools, or review the loss and absence status for each risk portfolio, if applicable.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 40. the authority at least once a year a representative sample of individual exposures, review the status of each of the portfolio to ensure that exposures continue to fall into the correct Briefcase.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. using the model 1.5.41. If the Authority's exposure designation of debtor or transaction or pools used statistical models and other automated method, the body shall ensure that, with the chosen model, impossible to get reliable forecasts and that its use results in calculating capital requirements for credit risk is adequate internal capital adequacy assessment process the resulting outcome.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 42. statistical models in enter variables form the basis of a reasonable and effective modeling resulting forecasts.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 43. performance of the Models manually is not likely to significantly influence.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. are created 44. the body of model data, a comprehensive review process, which includes the data precision, perfection and conformity assessment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 45. Data used in the model is representative of the actual debtor or institution exposures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 46. the body there is a regular assessment cycle models, including models of performance and stability monitoring, model specification and review the outcome of the model comparison with actual results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 47. the authority added a statistical model with a subjective judgment and supervision of employees to review the rating based on the model and ensure the proper implementation of the model. A review procedure aimed at detecting and limiting errors associated with model weaknesses. Subjective judgment takes into account all relevant information, which has not been included in the model. The authority to determine how the documentary combines subjective judgement and model results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

1.6. Rating system documentation 48. the authority shall establish documented its rating system design and operation. Documentation certifying compliance with the provisions of annex 6 of the MKP-4 rating systems, the minimum requirements laid down and to describe the issues, which include the conditions of differentiation of the portfolio, the rating criteria, the liability of persons who give ratings and assess the risk of the debtor deals, rating assignment review frequency and administrative oversight.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 49. the authority to determine the rationale behind the documentary, and the methods of analysis, which is based on the rating criteria.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 50. the institution shall document all major changes to the risk rating process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 51. Authority in the Organization awarding the rating document, t.sk. same rating process and internal control structure.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 52. the institution shall document the specific internal use default and loss definition and attest to their compliance with the provisions of the MKP.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 53. If the authority granting the rating process uses statistical models, it shall document the methodology. These materials: • details theory, assumptions and/or mathematical and empirical basis for the estimates for the appointment categories, individual debtors, exposures or pool and data source (sources) used in the model estimation;
• establish rigorous statistical process (including extraordinary and ārpusizlas activity checks) model for approval;
• specify the circumstances in which the model does not work effectively.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 1.7. Data Maintenance 54. The Authority shall collect and store the data for your own internal ratings, at least to ensure that the disclosure of information in accordance with the Commission on May 2, 2007.-Regulation No. 61 "disclosure rules".
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.7.1. Exposures to corporates, institutions, central Governments and central banks 55. The Authority shall collect and store the following data: • complete rating histories regarding debtors and guarantors: • dates on which you made the award rating;
• Basic data and the methodology used for the determination of rating;
• person responsible for rating, identificējošo;
• the debtor and exposures in data identificējošo, which occurs in default;
• the following default date and conditions;
• data on SNV and the realization of default probabilities in relation to the rating categories and ratings migration between categories;
• body that does not use the same adjustment in certain SNZ and/or grades, collects and stores data for comparison between realized and SNZ SNZ, laid down in the provisions of annex 6 of the MKP, part 2, paragraph 44, and degrees of adjustment between the realized and the adjustment rates stipulated in the provisions of annex 6 of the MKP 3 parts in paragraph 72.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 56. Institution that uses the same set of SNZ and/or correction, German and store the following data: • complete data history for business ratings, and adjustment of the SNZ grades for each rating scale;
• dates on which you made the ratings and estimates of parameters;
• Basic data and the methodology used to obtain exposure ratings, and correction of grades, SNZ estimates;
• information about the person that has granted the counterparty rating and the person who made the grade and adjustment of the SNZ estimates;
• data on the same set and actual SNZ and correction steps in connection with each exposure, which occurred by default;
• data on the exposure before and after SNZ guarantee or credit derivative impact assessment, if the authority reflects the guarantees or credit derivatives credit risk mitigation effect SNZ estimates;
• data for each such exposure loss components, which have had a default.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 1.7.2. Small exposures of 57. The Authority shall collect and store the following data: • data used for risk allocation categories of transactions or portfolios;
• data on the same set of SNV, SNZ and degrees of adjustment in relation to categories or portfolios;
• information about the debtor and the identity of the exposures, to which also belong to the default;
• in respect of risk transactions in which the default occurred, the data for the categories or portfolios that were grouped risks during the year before the default, and on actual results, and adjustments for SNZ grades;
• data on exposure to qualified renewable portfolio exposure to loss.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 1.8. Stress test capital adequacy determination 58 the authority is created. and adequately stress testing process used to assess its capital adequacy. Stress testing involves a possible event or the anticipated changes in economic conditions, identification, which could adversely affect the credit of the authority and subject to an assessment with regard to the Authority's ability to overcome such changes.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 59. the Authority regularly conducts credit risk stress tests to assess the condition of certain special effects for its credit risk capital requirements. The choice of tests, it is important, reasonable conservative, and shall take into account the scenario at least moderate the impact of the recession.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 60. Authority stress test scenario evaluated under their own ratings migration.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., which made 61. Portfolio in the stress test, contains most of the Authority's exposure.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 62. Body that MKP uses rule 6 of part 1 of annex 4 of the adjustment referred to in paragraph risk weighted value calculation, designing your stress system, also take into consideration the protection of the employer's credit quality deterioration effects, especially the Defense's effects, which do not comply with the rules laid down by the MKP eligibility criteria.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2. determination of Risk 2.1 definition of default of the debtor in question 63. default has occurred unless there's been some of the following two events or both: • the Authority considers that the debtor might not be able to fully repay their debt to the institution, its parent company, subsidiary, or parent company of subsidiary companies If the authority does not take measures, such as security (if one exists);
• the debtor is more than a 90-day delay for any major credit against the authority, its parent companies, subsidiary companies or subsidiaries of the parent companies.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 64. Credit absence days shall be determined as follows: • day of overdraft loans begin as soon as the debtor is either violating the announced limit (the limit for which the debtor is notified, by contract or in any other way), or the debtor is assigned a limit, which is less than the outstanding balance of the debt, or the debtor is removed without the approval of credit and overdraft credit is essential;
• credit card credit absence begins on the date when you need to make a minimum payment, pay off a debt, but it is not made;
• other credit absence days begins the day after their principal, interest or other obligations of the contractual repayment date, if the risks are substantial.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 65. Small portfolio of exposures may apply this definition of default class rating level.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. On a possible 66. failure to pay the debt show the following indicators: • the body stops to accrue income debt and granted debt income non-performing debt status;
• the authority carries out revaluation of debt because there is a significant deterioration in credit quality;
• authority to sell debt with significant economic loss;
• the Authority agrees debt restructuring problems presented to the debtor, if the debtor could be achieved the reduction in financial obligations arising out of the relevant parts of the principal, interest or (where appropriate) refund the service fee or payment suspension. Equity exposure, estimated using SNV/SNZ approach, in the case of capital restructuring of the issuer;
• authority is requested to declare the debtor bankrupt or made a similar request in relation to the debts of the debtor institution, its parent company, subsidiary, or parent company of subsidiary companies;
• the debtor has requested to declare its insolvency or bankruptcy or laid like a protection measure, the result of which may not be repaid debt authority, its parent company, subsidiary, or parent company or a subsidiary of the refund can be delayed.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 67. If the institution uses external data, which do not conform to this annex referred to in paragraph 63 of default definition, appropriate adjustments to ensure that adjusted external data essential respects meet the definition of default.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 68. If the authority is of the opinion that the risk of the transaction, having earlier fixed default features, no longer applies, none of the default definition, the authority awarded the rating of the debtor or transaction as though it would not be the default case. If the later will be triggered in the default definition, the application shall be deemed to have occurred with the previous non-defaulted.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2. General requirements on authorities estimated 69. estimates in respect of risk parameters-SNV, SNZ, the degree of correction and anticipated loss – contains all relevant data, information and methods. Making estimates, uses both historical experience and empirical evidence, and is not based solely on the feedback assumptions. Estimates are reliable and reasonable, and based on the relevant determination of parameters of risk factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., Because less data is 70 body, because it takes more conservative SNV, SNZ, the degree of correction and expected loss estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. can be divided into 71. Authority of their historical losses in the factors it considers relevant for the determination of parameters of risk factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 72. Authority, SNV, SNZ, the degree of correction and expected loss estimates are representative of the prolonged period of time.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 73. Takes into account any loan recovery practices or process changes to this annex 98., 99, 107, 109, 123, 124, 128, 130, 142, 143, 145 and 147 above observation periods. Authorities estimate reflects the technical achievements, new data and other information when it becomes available. Their estimates authority report when new information is found, but not less frequently than once a year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 74. exposures that used estimates data used to set lending standards used in data mining, and other relevant indicators are comparable with those of the authorities risk exposures and standards.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 75. data based on the economic or market conditions, corresponding to the existing or anticipated conditions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.
76. the data sample is sufficient number of exposures, and the period of time used for the determination is sufficient for the authority to be sure of its accuracy and reliability of the estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 77. for purchased receivables estimates reflect all relevant information available to the purchaser of the institution purchased receivables quality, including data on similar shows in the samples provided by the seller or other external sources.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 78. Authority – assess the buyer the seller's compliance with the data requirements of the authority.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 79. Authority estimates the margin of safety that determines the estimated error of the estimated range.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 80. If the methods and data are not sufficiently satisfactory and error estimates the expected range is large, the safety margin is too large.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 81. If the authority to calculate the level of risk and internally use different estimates, determined by the documentary.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 82. Data collected prior to the implementation of the provisions of the MKP, the necessary adjustments have been made to ensure that they comply with the General aspects of default or loss of definition.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 83. If the institution uses data that is collected together with the other institutions, then: • its rating system and the criteria are similar to those that are common to the institutions that collect data on debtors;
• share the data collected is representative of the portfolio for which they are used;
• authority all the time consistently use common data, the latest estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 84. If the authority of the group collected data, it is still responsible for its rating system integrity.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 85. Body well enough to understand its own rating system, and its ability to effectively monitor and check the rating process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. Specific requirements 2.2.1 for SNV estimates 2.2.1.1. Exposures to corporates, institutions, central Governments and central banks authority estimates 86. SNV debtor categories, taking into account the long period of time, averages on the default level for one year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

87. If the authority long term average SNV and SNZ estimates purchased customer-company debts derived from the expected loss estimates and corresponding SNV or SNZ estimates the total loss discovery process complies with the provisions of annex 6 of the MKP was part 4 General and SNZ estimates standards SNV and the result corresponds to this annex, paragraph 112 stated SNZ concept.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. in respect of purchased 88. customer-company debt authority may estimate the SNV debtor categories, on the basis of a long period of time, the displayed on the realized average default levels within one year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 89. the authority shall use the methods only estimates SNV with analysis that provides confirmation of compliance of relevant methods Appendix 6 the provisions of MKP.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 90. Authority accepts the subjective assessment of the importance of combining the results of various methods and making adjustments in relation to methods and information.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 91. insofar as the authority uses the internal aggregated data on default, the long period of time, to quantify the SNV, so their analysis shows that the estimates take into account the supply of credit and other business standards and any differences in the rating system, from which the data are derived and the current ratings system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 92. If you have changed the service credit and other business standard or rating system, the Authority estimates with greater SNV safety margin.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. in so far as the authority link 93 or coordinate their internal rating categories with the rating scale used by the appropriate external credit assessment institutions ("ECAIS" hereinafter) or similar organizations, and then rating the ECAI category default level to apply to the institutions categories, such coordination based on the benchmarking of internal rating criteria with the criteria used by ECAI, and the internal and external ratings comparison for institutions for which the debtor the rating granted by the relevant ECAI.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 94. Bias and inconsistency of approach or basic harmonisation is not allowed.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 95. criteria for ECAIS used, which is based on the data used in the ratings, is focused exclusively on the risks of default and do not reflect transaction characteristics. Analysis of the Authority include the used definitions of default comparison, taking into account this annex 63-68. The authority shall determine the rating of the documentary and the corresponding criteria matching basis.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 96. insofar as the authority uses statistical default prediction models, it may be estimated as individual debtor SNV SNV average in a particular category.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 97. If the Authority estimated SNV in accordance with paragraph 96 of the annex the terms it uses models of this SNV Annex 41 to 47 above standards.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

98. Whether or not the institution uses external, internal, or common data sources or a combination of all three types, SNV estimates based on the historical observation period of at least one source, not less than five years. If the available observation period for any source, include a longer time and these data refer to the question under consideration, use the longer period. This paragraph shall also apply to the SNV/SNZ capital during the approach.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 99. the authority that has not been allowed to use the same estimated and adjustments, SNZ introducing IRB approach to capital requirements for credit risk, may be reduced according to the period of observation for data of up to two years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 100 99. to this annex referred to in paragraph 1, the period shall be increased by one year, as long as it's less than five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.1.2. Small exposure portfolio 101. Authority estimates the debtor categories or SNV portfolios, given the long period of time, averages on the default level for one year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 102. Notwithstanding the requirements of paragraph 101 SNV estimates can also be calculated on the basis of the actual losses and appropriate estimates SNZ.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 103. Authority considers the internal data exposures to grades or pools designation as the primary source of information for estimating loss.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 104. quantitative determination of the loss of authority can use external data (including jointly with other authorities collected data) or statistical models, if you have created a strong link between process, which it groups the exposures categories or pools, and the process used in the external data source, as well as between the internal risk profile and the composition of the external data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 105. Purchased small exposure portfolios, accounts receivable authority may use external and internal reference data. In this case, the relative authority shall use all relevant data sources.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 106. If the authority long term average and SNZ estimates small SNV exposure portfolio is derived from the total loss estimates and the SNV or SNZ estimates the total loss discovery process complies with the provisions of annex 6 of the MKP was part 4 General and SNZ estimates standards SNV and the result corresponds to the concept of paragraph 112 SNZ.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 107. Whether or not the institution uses external, internal or with other institutions on joint data sources or a combination of all three types, its loss estimates based on the historical observation period of at least one source, not less than five years. If the available observation period for any source, include a longer period and these data refer to the question under consideration, use the longer period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 108. The Authority is not required to give equal importance to historic data if it is satisfied that with the most recent data may better predict the level of injury.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. authority by introducing a 109. IRB approach to capital requirements for credit risk, may be reduced according to the period of observation for data of up to two years.
Conformity assessment rating rationale

Reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 110.109. This annex referred to in paragraph 1, the duration of the period gradually increased by one year, until it reaches five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. 111 the authority identifies and analyzes the whole exposure time expected risk parameters (seasonal changes).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.2. Special requirements for SNZ carried 112. Authority estimates estimates SNZ classes or portfolios based on the medium business category or marketed the portfolio loss, which may arise in the event of default by using all default, observed on the data sources (default weighted average – default weighted size).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 113. the authority uses the SNZ estimates that take into account the possible economic downturn if they are more conservative than the long term average.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. in so far as the 114 it is expected that the rating of the system all the time will show a continued realised SNZ each category or Briefcase, the authority shall carry out the adjustment in their category or the portfolio risk parameter estimates to limit the economic downturn's impact on the required amount of equity.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 115. Body shall take account of the level of dependency between the debtor's risk and collateral or guarantor risk. In cases where the degree of dependency is high, do the conservative.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 116. If debt and collateral is denominated in different currencies, determining the authority shall SNZ, conservative.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 117. If the estimates take into account the SNZ support the existence of these estimates, however, not only based on the expected market price of the security.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 118. estimates take into account the SNZ impact may be, if the authority could not express, to get control of its security and realize.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 119. According to the extent to which the authority, determining the SNZ, account security, establish internal requirements for collateral management, legal and risk management support to the General directions correspond to the provisions of annex 3 MKP minimum requirements laid down in respect to security.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.
120. The extent and manner in which the authority admits security by determining the exposure value of the counterparty risk capital requirements calculated in accordance with the provisions of annex 1 of the MKP-parts 5 and 6, any part of the transaction value at risk, which are intended to be covered by a security setting, SNZ is ignored.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 121. With regard to specific cases where exposures are already causing rifts in the failure of a system, the authority shall use the pointer, which totals as accurately as possible the expected loss estimate for each exposure in certain economic circumstances and exposure status and possible additional unexpected losses during provisioning.
Conformity assessment rating rationale

Reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. as far as outstanding 122. delayed payment fees are capitalized on the Authority's profit and loss statement, its value increases the risk of the transaction value and the size of the loss.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.2.1. Exposures to corporates, institutions, central Governments and central banks 123. SNZ estimates based on at least five years of data, increasing the period after the introduction each year until it reaches seven years at least one data source.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 124. If the available observation period for any source, include a longer period and these data refer to the question under consideration, use the longer period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.2.2. Small exposure portfolios 125. Notwithstanding the requirements of paragraph 112 SNZ estimates can be made on the basis of the realised losses and appropriate estimates SNV.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 126. Notwithstanding the requirements of paragraph 88 may reflect the amount which the customer will use the currently possible links in the future, either in its correction or also in its degree, SNZ estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 127. Purchased small exposure portfolios of receivables, to quantify the SNZ, the authority may use external and internal reference data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 128. SNZ estimates based on data for at least five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports and others 129. Notwithstanding the requirements of paragraph 112 authority does not give equal importance to historic data if it is convinced that with the most recent data may better predict the level of injury.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., by introducing 130. Authority of IRB approach to capital requirements for credit risk, may be reduced according to the period of observation for data of up to two years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 131. This period is increased by one year, until it reaches five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.
 
2.2.3. Special requirements concerning the same adjustments made by the power authority estimated estimated 132. categories of transactions or portfolio adjustments, based on the categories of transactions or portfolio average actual degrees of adjustment using all defaults, observed on the data sources (default weighted average – default weighted size).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. Authority 133 degrees of correction estimates that take into account the possible economic downturn if they are more conservative than the long term average.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

134. in so far as it is expected that the rating system at all times will provide permanent correction of the grades for each class or Briefcase, the authority makes the adjustments to their estimates of risk parameters for each category of transactions or portfolio, to limit the impact of the economic downturn on capital required.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 135. degrees of adjustment the Authority estimates reflect the ability of the debtor to remove the additional amount until the effect of the event of default, and then.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 136. estimates of degrees of Adjustment creates a larger margin of safety if it can reasonably predict that between the default frequency and the rate of adjustment will be a strong positive correlation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 137. Starting the adjustment estimates, degrees of authority respect their specific policies and strategies adopted in relation to the supervision of accounts and make payments.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 138. Authority shall take into account their ability and willingness to prevent further lending conditions that are close to default, as, for example, breach of contract or other technical default events.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 139. The institution has adequate systems and procedures to monitor the possible extent of credit used, and the amount outstanding of the assigned credit line and each debtor and each of the debtor and/or business category of the outstanding amounts.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., the authority is capable of 140. monitor the amount of the balance outstanding each day.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 141. If the Authority's exposure risk weighted value calculation and internally uses different degrees of adjustment to the estimates it determines the documentary.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.3.1. Exposures to corporates, institutions, central Governments and central banks 142. adjustments based on estimated rates of at least five years of data, increasing the period of each year after the introduction of the IRB approach for one year, until it reaches seven years at least one data source.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 143. If the available observation period for any source, include a longer period and these data refer to the question under consideration, use the longer period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.3.2. Small exposure portfolios 144. Notwithstanding the requirements of paragraph 135, the authority may reflect the extent to which future customers will use the currently possible links, either in their degrees of correction, or SNZ estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 145. degrees of Correction estimates based on data for at least five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 146. Notwithstanding the requirements of paragraph 132 authority does not give equal importance to historic data if it is convinced that with the most recent data may better predict the use of credits.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., introducing the institution 147. IRB approach to capital requirements for credit risk, may be reduced according to the period of observation for data of up to two years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 148.147. This annex referred to in paragraph 1, the period shall be increased by one year, until it reaches five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.4. Minimum guarantees and credit derivatives for the impact assessment 2.2.4.1. Exposures to corporates, institutions, central Governments and central banks, if the institution uses its own estimates, SNZ and small pool of exposures exposures 149. the requirements laid down in this annex, 151-161, did not apply to the authorities, the Central Government and central bank guarantees issued If the authority is authorised to apply the standardised approach to credit risk for calculating capital requirements for exposures to such counterparties. In this case, apply the requirements laid down in the provisions of title II of the MKP Chapter 2 of part 4.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 150.151-161 of this annex to the requirements of paragraphs small business portfolio risk exposure guarantees apply also to the exposure category distribution of portfolios and the SNV or estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. Suitable guarantors and 2.2.4.2 guarantees 151. Authority are clearly defined criteria for those guarantors that it take into account the exposure value calculation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. accepted guarantors 152. subject to the same rules as 19-39 sets out for debtors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 153. Guarantee, expressed in writing, and it is irrevocable from the guarantor. The guarantee is valid until the commitment to full disclosure (and the amount of the guarantee terms), and can be legally against the guarantor in the jurisdiction in which the guarantor is in active, against which you can draw.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 154. laying down the conditions of the guarantee that the guarantor may not be execution (conditional guarantees), the appropriate authority shall determine that the rating criteria for granting adequate account of any risk mitigation potential weakening effect.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. Adjustment criteria 2.2.4.3 it 155. The institution has a clearly defined criteria for the calculation of risk-weighted exposures, the impact of the guarantee distributed according to categories, portfolio or SNZ estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 156. Small portfolio of exposures and purchased receivables applied in the case of the authority are clearly defined criteria to customize the process by which exposures to grades or pools for the distribution, the impact of the guarantee. These criteria meet the 19-39 minimum requirements laid down in.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 157. criteria are reliable and reasonable. They shall take into account the ability and willingness of the guarantor to meet its obligations under the guarantee, the likely timetable, after which guarantor will pay, the degree of correlation between the guarantor's ability to carry out obligations and guarantee the debtor's ability to repay the loan and the extent to which the debtor retained the remaining risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. in 2.2.4.4. Credit derivatives rule 158. MKP 6. part 4 of the annex minimum requirements laid down in the guarantee also applies to credit derivatives.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports and others 159. Regarding the discrepancy between the base of the debt and credit derivative referencing debt or debt that is used to determine whether a credit event has occurred, the provisions of annex 3 of the MKP, part 2, paragraph 38.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 160. Small portfolio of exposures and purchased receivables applied in the case of this annex and paragraph 158.159 refers to exposure categorized, or portfolios.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 161. criteria of the credit derivative provides payment structure and careful evaluation of the impact it has on debt recovery level and schedule. The authority shall also take into account the extent to which other types remain the remaining risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.5. Minimum requirements for purchased receivables the legal validity of the 2.2.5.1.162. transaction structure in all circumstances provided for authorities actual ownership of and control over all customer payments.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 163. If the debtor makes payments directly to the seller of the goods or services, or the company, servicing the debts periodically to make sure the payments are made in full and within the time limits laid down in the Treaty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 164. Debt servicing company is the company that manages day-to-day the purchased receivables portfolio and other exposures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. are the procedures the authority 165, to ensure that the ownership of the receivables and payments receivable are protected against delays in connection with the bankruptcy or judicial challenge, which could significantly delay the lender's ability to dispose of or transfer to a third party receivables or retain control over payments.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2.5.2. the effectiveness of the system of surveillance authority monitors and 166. purchased receivables quality, both the seller and the debts of the financial position of the operating company.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 167. the authority shall assess the correlation between the quality of the purchased receivables and debts both seller and service company's finances, and has internal policies and procedures that provide for sufficient protection against any unexpected situations, including the determination of the internal rating for each salesperson and the operating company for each debt.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. are clear authority 168. and effective policies and procedures to identify the seller and the company servicing the debts.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

169. the authority or its representative shall conduct regular checks on vendors and service companies to verify the vendor or service company debt reporting accuracy, detect fraud or operational failures and verify the vendor's lending policy and debt serving commercial debt collection policies and procedures. These inspections revealed facts document.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 170. the authority shall assess the qualities inherent in purchased debt portfolios, including excess advances, historical data on late debts of the seller, lost debt and unsecured debt savings, payment terms and conditions and possible a balancing account.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. are effective authority 171. policy and procedures to monitor the individual in aggregate customer focus either purchased the accounts receivable portfolio, or between them.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 172. Authority is satisfied that the debt service company receives timely and sufficiently detailed reports on the receivable duration and delay recovery of impairment, in order to ensure compliance with the criteria laid down by the authorities and the advance issuing policies governing transactions with the purchased receivables.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 173. the authority shall ensure effective means with which to monitor and observe the display of the seller's terms of sale and the recoverable value.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. operating systems 2.2.5.3.174. effectiveness the institution has developed systems and procedures to detect at an early stage the seller's financial condition and purchased receivables quality and actively respond to the problems encountered.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 175. The Authority shall establish clear and effective policies, procedures and information systems to monitor the agreement, and a clear and effective policy to propose to start proceedings and handle the problem purchased receivables.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.., with System 2.2.5.4 which controls the availability of collateral, credit and money efficiency 176. The institution has developed a clear and effective policies and procedures governing purchased receivables, credit and cash control.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 177. Written internal policies determining all the purchased receivables the essential elements of the programme, including the advance level, suitable, necessary documentation, concentration limits and how to handle incoming funds.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 178.177. This annex referred to in paragraph elements are properly taken into account all the relevant factors, including the service of the seller and the debts commercial financial condition, risk concentration, purchased receivables quality trends, seller's clientele, and internal systems to provide payments in advance takes place only against certain security and documentation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. match the institution's internal 2.2.5.5. policies and procedures

179. the authority shall ensure effective internal control process to assess compliance with all internal policies and procedures. The process includes authorities purchased the accounts receivable program in all critical phases of regular checks, verification of the allocation of tasks between the vendor and the debt service for the evaluation of the debtor's company and the staff involved in the assessment and, secondly, between the seller and the debt service for the evaluation of the company and the seller and debt service company personnel involved in the tests on-site, as well as the accounting part of the evaluation, with particular emphasis on staff qualifications, experience, number of employees, and automated systems.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 3. Internal approval estimates 180. the body is a stable system to approve the ratings system, process and all relevant risk parameter estimates, the precision and consistency.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 181. the institutions internal approval process enables consistent and reasonable assessment of the internal rating and risk parameter estimates system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 182. Authority regularly compare the actual default rate with each category of SNV and the estimated, if the actual default rates do not include this category in the interval, the authority provided for in particular analyse the reasons for the deviation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 183. Authority, which uses its own estimated SNZ and/or the degree of adjustment carried out 182. this annex referred to in paragraph 1 shall apply by analogy to the analysis and/or correction SNZ also grade estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. 182.184 and 183 of this annex referred to in paragraph comparisons using historical data that cover a longer period of time.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 185. the institution shall document the methods and data used in this annex, 182.183. referred to in paragraph 1 and for comparison. This analysis and the documentation reviewed and adjusted at least once a year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 186. the Authority also uses a quantitative assessment and approval methods and comparison with relevant external data sources. The analysis is based on data pertaining to the portfolio, and are regularly reviewed and adjusted and covers the period of observation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 187. the institutions internal assessment in respect of its rating systems based on the possible time period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 188. data and methods used for the quantitative validation consistent all the time. Estimate and approval methods and changes to the data (for both the data sources and the period covered).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 189. the body is stable internal standards for situations in which the SNV, SNZ, adjustment and total loss of power when using the expected loss estimates, deviations from the expected pointer becomes significant enough to call into question the validity of the estimates. These standards take account of business cycles and similar systematic variability in default experience.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

190. If the values are still greater than the expected values, the Authority reviews the estimates, raising it to reflect default and loss experience.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. Equity risk weighted value calculation based on internal models approach 4.1. Capital requirements and risk determination 191. Calculation of capital requirements, the authority shall take into account that potential loss estimates are resistant to negative market trends that relate to the specific authority for a long-term portfolio risk profile.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 192. Data used for the allocation of revenue reflects the longest random period for which data are available, and they reasonably reflect the institution's specific equity risk profile.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 193. Data used is enough to provide conservative, statistically reliable and stable loss estimates, not only based on subjective judgment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. Authority applied shock 194. calculation of the possible conservative estimates given long-term market or business cycle.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 195. the authority combines empirical analysis of available data with adjustments based on a variety of factors to achieve the model results that are sufficiently realistic and conservative.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 196. Creating RPVS models, laying down possible quarterly loss, the authority may use quarterly data or extrapolate a shorter period of time data quarterly equivalent using the analytical method applied in the message, based on empirical experience, with well thought out and designed process and analysis. This approach applies all the time a conservative and consistent.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 197. If you have only limited relevant data, the authority shall apply the appropriate safety margin.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. Using models can 198. adequately cover all significant risks that contains revenue from equity securities, including equity securities portfolio of the authority of the General and specific risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 199. Internal models to adequately explain the price changes over time, the potential concentration spans both size and its composition changes and is stable in relation to the negative market trends.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 200. Risk parameters that are included in the data used for estimates, agreed or at least comparable with the data for the institution's equity securities.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 201. the internal model shall be appropriate to the institution's capital portfolio risk profile and complexity.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 202. If an institution has significant portfolios whose value changes is highly non-linear, then the internal models designed to properly cover such securities with the associated risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. of the individual position 203. coordination with intermediary positions, market indices and risk factors are reliable, reasonable and conceptually sound.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., with the authority of 204. empirical analyses of the risk factors, including their ability to cover both General and specific risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. from 205. Revenue volatility of equity securities estimates include relevant and available data, information, and techniques. Use independently reviewed internal data or external source data (including with other institutions on joint data).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., and there is a strong 206. comprehensive stress-testing program.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 4.2 Risk management process and controls 207. calculation of capital requirements for development of internal models and use the Authority develop and implement policies, procedures, and controls to ensure that the model and the modeling process integrity.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 208.207. This annex above the policies, procedures and controls within the internal model full integration in all the institutions management information systems and institutions of the equity securities portfolio portfolio management. Internal models are fully integrated risk management infrastructure in particular, the following objectives: equity portfolio performance and evaluation (including revaluation based on the size of the risks), economic capital allocation capital securities and the total capital and investment management process for evaluation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 209.207. This annex above the policies, procedures and controls also include management systems, procedures and controls to create the function to ensure that all internal modelling process periodic and independent reviews, including the review of the results of the validation of models, models of input checking and review the results of the model, such as the risk of direct calculation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 210. Statements evaluate models of input and result accuracy, completeness and appropriateness, and focused both on the possible error detection and containment associated with certain disabilities, and to the still unknown model weaknesses identified. Such a review can take independent department or independent external third party.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 211. The institution has adequate systems and procedures to monitor the investment limits and equity exposure.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.., 212 unit responsible for the development and application of the model is not functionally independent of the departments responsible for individual investment management.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 213. Those responsible for any modeling process has the appropriate qualifications. Management designates modeling needs enough skilled and competent personnel.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

4.3. approval and documentation of 214. Institution creates a stable system to validate their internal model and the accuracy of the modeling process and consistency. All of the internal models and modelling processes essential elements and the approval process is documented.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 215. the authority will use internal approval processes for consistent and reasonable to evaluate their internal models and process the transaction.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 216. quantitative data and methods used for the approval of all time consistently. Estimates and validation methods and changes to the data (for both data sources and periods covered).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 217. the Authority regularly compare actual equity returns (computed using realised and unrealised income and losses) to modelētaj forecasts. The following comparisons using historical data that cover a longer period of time.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 218. the authority shall document the methods and data used in this annex, paragraph 217 above for comparison.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 219. Analysis and documentation reviewed and adjusted at least once a year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. Authority 220 other quantitative validation techniques and comparison with relevant external data sources.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 221. analysis based on data pertaining to the portfolio and which are regularly reviewed and updated. This data shall cover the period of observation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. 222 institutions internal assessment in relation to the performance of models based on the possible time period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 223. the body is stable internal standards for action in situations where the actual equity earnings in comparison to the modelētaj forecasts or estimates calls into question the validity of the model itself.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 223 224. The standards referred to in paragraph takes account of business cycles and similar systematic variability in equity earnings.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. all internal model 225 adjustments made as a result of the review of the model, determine the documentary, and they are carried out in accordance with the model review standards.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 226. Internal models and modelling processes are documented, including the responsibility of the parties involved in the modelling, model validation and model review process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5. Corporate governance and surveillance 5.1. Corporate Management

227. All ratings and estimates significant aspects of the process, approved by the Council of the authority or its designated Committee and the Board of Auditors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 228. those involved in the approval of general understanding of the institution's rating system, and they understand the details of the related management report.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 229. Management Board of the authority report to the authorities or the auditors appointed by the Council Committee on substantial changes or deviations from established policies that will significantly affect the Authority's rating system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. to the Board of the authority is 230. understanding of the rating system design and operation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 231. The Management Board of the authority continuously verify the proper functioning of the rating system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. 232 unit that distributes credit risk control function, the authorities regularly informed the Board about the rating process performance, areas in need of improvement, and formerly the open gap.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. To 233. internal ratings-based institutions credit risk profile analysis is an essential part of management reports to the Council or to the Committee and the Governing Board. Management report shall include at least the rating categories, the specific risk profile of the migration between exposure categories, the estimates of the parameters for each category and the actual level of default, and the same set of degrees of adjustment and SNZ comparison with estimates and the stress test results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 234. Control message frequency depends on the importance and nature of information and the requested degree of hierarchy.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5.2.235. Credit risk control unit that distributes credit risk control function is independent of the staff and the managers responsible for the exposure start or restore, and is directly subject to the Authority's Board.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 236. Unit that distributes credit risk control function responsible for rating systems or selection, implementation, monitoring and action.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 237.236. Of this annex, the Department referred to regularly prepare and analyze reports on the results of the rating system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 238. Unit that distributes credit risk control function, responsibilities include: • rating category and the testing and monitoring of the portfolio;
• institutions rating system summary management report preparation and analysis;
• the introduction of procedures to verify whether the category and portfolio definitions are consistently applied to the units and geographical regions;
• any rating process for review and amendment, including review of the reason for the change;
• rating criteria review to assess whether they still allow to predict risk. Changes to the rating process, criteria or individual rating parameters be documented and this documentation is maintained;
• active participation in the rating process models used in the creation or selection, implementation and approval;
• rating process models used in surveillance and monitoring;
• rating process models used in the ongoing review and amendment.
Conformity assessment rating rationale

Reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, and more. 239. Notwithstanding the provisions of paragraph 238 authority that uses with other institutions share data in accordance with this annex and paragraph 83.84, you can outsource the following tasks: • preparation of information for the category and the testing and monitoring of the portfolio;
• institutions rating system for the management of the preparation of the report;
• information relating to the rating criteria to evaluate, review or they still allow to predict risk, preparation;
• rating process, criteria or individual rating parameters change documentation;
• information relating to the rating process models used in the ongoing review and amendment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 240. Body paragraph 239 of this annex, provided that the Commission has access to all relevant information necessary to verify compliance with the minimum requirements and that the Commission may carry out on-the-spot checks to third parties to the same extent as the institution.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5.3. Internal audit internal audit 241. or other equivalent independent audit departments at least once a year, review the institution's rating systems and its operations, including lending function realization and SNV, SNZ, expected loss and adjustment of power estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 242. Statement contains all existing minimum requirements analysis.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., annex 4 financial and capital market Commission 02.05.2007. Regulation No. 64 _____ _____ _____ _____ _____ _____ _____ _____ (name of Office) _____ _____ _____ _____ _____ _____ _____ (date of carrying out the self-reflection) AMP for use in operational risk capital requirements in the determination of compliance with the requirements of the self-assessment Quality criteria 1 1. Authority has created an independent operational risk control function.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2. transaction operational risk inherent in measuring the internal model is integrated into the Authority's day-to-day operational risk management processes and checks it is regular and sufficient.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 3. the authority shall ensure that the data flow and processes associated with the measurement of operational risk internal model is clear (understandable) and tracking.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. review of operational risk management, which includes information on the Authority's activities to the inherent operational risk and operational losses are regularly prepared and submitted to the responsible staff, Department heads, Board and the Council of the authority.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 5. The institution has developed procedures for carrying out the corrective measures in accordance with the statements on managing operational risk information.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 6. Authority is documented in its scope, and complexity of the suitable and effective operational risk management system.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 7. The institution has developed and documented procedures for its operation matches the documented policies and procedures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 8. the body is designed and documented in order to prevent the non-compliance found.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.
 
9. The internal audit service or the external auditors regularly examine the institution's operational risk management processes and internal operational risk measurement model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2. Quantitative criteria 2.1. Internal model 10. include in the calculation of the operational risk operational risk events that have a low likelihood of accession and which can result in significant losses, using the precautionary standard, which is comparable to the 99.9 percent confidence interval of one year.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 11. to achieve this annex 10, paragraph precautionary standard, the authority of its measuring operational risk internal model uses the four elements-internal data, external data, the data for the scenario analysis and data for the indicator, which reflects the business environment and internal control – combined use.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 12. The Authority shall establish and document the method it the elements referred to in paragraph 11 for use on its internal model, determining the proportion of each individual item and avoiding multiple qualitative rating or operational risk mitigation methods used that have already recognized the value of credit risk and risk reduction of the recoverable capital requirements or market risk capital requirement calculations the impact of use.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 13. Authority its measuring operational risk internal model also includes significant operational risk generation causes (agents) that affect a substantial operational loss with low probability of occurrence.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 14. Authority the operational risk measurement of the internal model can recognize operational loss and the individual operational risk estimates for the correlation between where the authorities to calculate the correlation system is cautious, is implemented on the basis of the principles of integrity, and they have taken into account the uncertainty inherent in the estimates for such correlation, especially in exceptional circumstances.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 15. Authority confirms its correlation assumptions using appropriate quantitative and qualitative methods.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.2. internal data 16. Using the advanced measurement approach to operational risk, the institution shall calculate the capital requirements for operational risk based on at least the minimum five years of historical observation period for its internal operational loss.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 17. the authority can start to calculate the capital requirements for operational risk using the advanced measurement approach to operational risk, if the historical observation period on its internal operational losses of at least three years, gradually increasing the historical observation period of at least five years.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 18. The institution's internal data about its operational losses are classified within the scope of the provisions of title II of the MKP 4 part 3 of Chapter 9 of the table and the types of operational risk event according to the provisions of title II of the MKP 4 part 5 of Chapter 10. table.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 19. Authorities data on its internal operational loss covers all the essential authority activities and exposures in all its respective subsystems, such as departments or subsidiaries, and geographical locations.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 20. internal operational loss data used for the internal model, may not include them in their activities or exposures, separately and together do not significantly affect the overall operational risk estimates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 21. The institution's internal data about its operational losses include not only information about the gross operational authority, but also for operational risk event dates of accession, any recovered gross operational, as well as other descriptive information concerning operational risk events, which incurred operational losses , the emergence of causes.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 22. Authority to ensure internal data about its operational loss compliance with this annex, 18-21. the requirements referred to in paragraph 1 shall be determined and documented for each area of activity or type of event the minimum gross operational losses or threshold, with which it begins collecting data on its internal operational loss.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 23. the authority shall define and document the criteria for classifying the loss of certain operational areas of activity and event forms, taking into account that: • operational losses related to credit risk, which originally included in the Authority's internal databases, where recorded with credit-related information include the institution's internal databases, which registers with the operational risk related information. These losses are identified separately and shall not be taken into account in the calculation of capital requirements for operational risk, as long as it takes into account for the calculation of capital requirements for credit risk;
• operational losses related to market risks are taken into account in calculating the capital requirements for operational risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 24. the authority shall define and document the specific criteria for the classification of operational loss specific areas of activity and events in ways that get any event due to the unit, which is involved in the activities of other departments, such as the IT organization or act that cover more than one area of activity or result from a number of related events in a given period of time.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 25. the authority shall define and document the procedures for its historical internal loss data for operational compliance assessment of the existing conditions, such as activities, processes, operational risk management procedures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 26.25 of this annex, paragraph procedures include the description of the situation, which allowed the institutions historic internal data about its operational loss evaluation, scaling, or other customizations, and clarify the extent to which these adjustments are possible and which is empowered to decide on the assessment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports and others 2.3. External data 27. Body in its operational risk measurement in the model include its internal transaction corresponding external data (public data or total system processed other (similar) institutions), especially if there is a rare but significant likelihood of operational losses.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

28. the institution shall determine and regularly review cases in which use external data and the method for inclusion of external data in its internal operational risk measurement model, for example, through scaling or quality adjustments.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 29. the authority shall ensure that the specific and documented use of external data and methods it for inclusion in its internal operational risk measurement model is regularly inspected by a third party.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.4. Scenario analysis 30. the authority shall assess its operation substantial likelihood of operational loss, based on the expert, for example, the authorities risk management expert, estimates about such likelihood of operational loss and their scope (scenario analysis) and relevant external data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 31. the authority may be expressed as parameters of the expert assessments adopted the operational loss of statistical distribution.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 32. the Authority used scenario analysis to assess its operational risk measurement of the internal model correlation assumption of possible impact of deviations, in particular to assess the operational losses that may arise in the event of multiple operational risk at the evening.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 33. Body regularly reassesses its activity a significant likelihood of operational loss, using scenario analysis, which takes into account the actual operational losses.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2.5. Business Environment and internal control scores 34. Authority the operational risk assessment methodology shall include the business environment and internal control key indicators that can change its operational risk inherent to the transaction, such as the increase in the volume of activity, employee turnover, new activities or products (hereinafter referred to as the pointer).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 35. The Authority shall establish and document the use of indicators for the measurement of operational risk internal model order and justify the selection of each indicator as significant operational risk generation cause (agent) based upon experience and taking into account the opinions of experts in the relevant policy areas.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 36. the body is the justification of estimates for operational risk sensitivity in relation to the changes in the indicators.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 37. the body is the proportion of the different indicators, justification, its internal operational risk measurement model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 38. the body is the basis for the measurement of operational risk internal model include operational risk changes resulting from improved control operational risk, and possible increased operational risk posed by the increase in the volume of activity or more operations (transactions) complexity.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 39. Periodically examine and approve the use of indicators for measuring operational risk and the application of the internal model as a result of the findings by comparison with internal data about its actual operational losses and relevant external data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 40. the authority shall ensure that 35-38. the procedure referred to in paragraph 1 regularly check third party.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., annex 5 financial and capital market Commission 02.05.2007. Regulation No. 64 _____ _____ _____ _____ _____ _____ _____ _____ (name of Office) _____ _____ _____ _____ _____ _____ _____ (date of carrying out the self-reflection) IMMA use counterparty credit risk capital calculation requirements compliance self-assessment 1. requirements for counterparty credit risk control 1. Authority established a risk control unit that is responsible for managing the credit risk of the counterparty system and implementation including the initial validation of the model and subsequent monitoring.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2 to this annex referred to in paragraph 1 the Department controls the entered data integrity, prepare and analyze reports on risk measurement model results, including the relationship between the exposure and the value of the institution's credit and trading limits.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 3 to this annex referred to in paragraph 1, the Department must be independent of the departments responsible for issuing credit, financial instruments or trade deals, its operation is not affected, it has sufficient numbers of staff with experience working with models, it will report directly to the Board of the authority or the Member.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 4 to this annex referred to in paragraph 1, the unit operation is closely linked with the daily management of credit risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5 to this annex referred to in paragraph 1 of the operating unit is the credit institution and the overall risk profile of the planning, monitoring and control is an integral part of the process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 6. The Authority has developed a credit risk of the counterparty's management policy, processes and systems that are conceptually justified and used integrated.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 7. Counterparties credit risk management systems include counterparty credit risk identification, measurement, management, approval and inclusion in the internal reports.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 8. risk management policy of the authority shall take into account the market, liquidity, legal and operational risk which may be related to counterparty credit risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 9. Authority not started business with counterparties before having assessed its credit standing, and take due account of the credit risk and the credit risk of the settlement in the period before settlement.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 10. Counterparty credit risk is managed as comprehensively as possible, counterparty level (aggregating counterparty credit risk exposures to subject the other counterparty exposures, which are exposed to credit risk) and establishment level.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

11. the Council of the authority and the Board are actively involved in counterparty credit risk control process and considers it essential to the functioning of the authority and an important aspect of which requires considerable resources.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 12. The Management Board of the authority is informed about the limitations and assumptions of the model, as well as the limitations and assumptions of the impact on the reliability of results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 13. The Management Board of the authority shall also take into account the volatility of the market environment and the activities of the authority and clouded issues binding reflection model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 14. prepare daily reports about the credit risk of the counterparty institution size look like managers who have sufficient authority to claim part of the credit to reduce both the employee or dealer positions, both in the institution's overall credit risk of the counterparty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 15. counterparty credit risk management system is used in concert with internal credit and trading limits.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 16. credit and trading limits be permanently controlled, using the risk-measurement model and the limits of ensuring compliance with the model well understands the credit officers and managers, dealers and the Board.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 17. counterparty credit risk measurement process includes daily and credit lines used during the day.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 18. the authority shall assess the current exposure value and taking into account the collateral (the net value of the exposures) and without taking into account the collateral.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 19. Portfolio and counterparty level authority calculates and monitors the maximum exposure value or potential next exposure value of the confidence interval chosen by the authority.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 20. Authority overseeing large exposures or concentrated positions, including an inter-related group of counterparty exposures, the concentration in one sector, market URu.tml.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 21. The institution has developed a constant and careful stress testing program as a complement to counterparty credit risk analysis based on the institution's daily assessment of credit risk of the counterparty model results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 22. Stress test results periodically examine the institution's Governing Board, and to reflect counterparty credit risk management policy and limits established by the Executive Board and the Council.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 23. If the stress test reveals a vulnerability to certain set of circumstances, immediately take measures to guard against possible risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

24. The institution has established procedures are monitored by the credit risk of the counterparty management system's compliance with its internal policies, controls and procedures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 25. Authorities of the counterparty credit risk management system is documented and provides an explanation of the methods that is thumb used the credit risk of the counterparty's size.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 26. the body shall periodically carry out independent of their counterparty credit risk management system, using its own internal audit checks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 27. This annex referred to in paragraph 26, the evaluation assessed the authorities within departments, referred to in paragraph 1 of this annex, and counterparty credit risk control function exercising employee or Department.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 28. Periodically, but not less frequently than once a year, the authority shall carry out all its counterparties credit risk management process that includes verifying the counterparty credit risk management system and process documentation adequacy evaluation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 29. This annex referred to in paragraph 28 of the check also includes counterparty credit risk control unit operations and organizations.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 30. This annex referred to in paragraph 28 of the check also includes counterparty credit risk measuring the size of the daily use of the results of risk management.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 31. This annex referred to in paragraph 28 of the check also includes the assessment of the risk-based pricing model and risk assessment systems used by customer service and accounting personnel, part of the approval process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 32. This annex referred to in paragraph 28 of the check also includes all significant changes to the credit risk of the counterparty in the measuring process the confirmation test.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 33. This annex referred to in paragraph 28 of the check also includes risk model for the calculation of the credit risk of the counterparty the scope and manner of the examination.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 28. this annex 34 referred to verification also includes management information system integrity assessment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 35. This annex referred to in paragraph 28 of the check also includes the credit risk of the counterparty data accuracy and completeness check.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 36. This annex referred to in paragraph 28 of the verification includes the verification process the institution uses to verify the credit risk of the counterparty's internal models used data source the consistency, timeliness, security, and reliability of data sources, including the test for independence.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 37. This annex referred to in paragraph 28 of the check also includes the correlation assumption volatility and the precision and accuracy of the test.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 38. This annex referred to in paragraph 28 of the check also includes assessment and risk transformation calculations accuracy check.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 39. This annex referred to in paragraph 28 of the verification includes the verification process the institution uses a model assessment of precision, often made a retroactive test results.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. Using 2 test 40. With internal model help create exposure distribution effective expected positive exposure value calculation is closely linked with the daily management of the credit risk of the counterparty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 41. results of the internal model is of great importance in the approval of credit, counterparty credit risk management, internal capital allocation and corporate governance processes.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 42. Authority for the operation of the model, which allows you to track the use of internal models for credit risk of the counterparty deal distribution.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 43.42. this annex records referred to in paragraph 2, the authority makes sure that it uses the model of the distribution of exposures, which determines the expected positive exposure value, which corresponds to the provisions of annex 1 of the MKP minimum requirements laid down in the use model for at least one year before it planned to start using the calculation of capital requirements.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 44. Model used the distribution of exposures, is part of the counterparty credit risk management system, which includes the counterparty credit risk identification, measurement, management, and internal reviews of the credit risk of the counterparty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 45.44. This annex referred to in paragraph 1 shall be included in the system of credit line (combining the counterparty credit risk exposures to the other counterparty credit risk exposure) evaluation and use of internal capital allocation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 46. the authority, together with the expected positive exposure value to evaluate and manage the current exposure value. If necessary, the authority shall determine the current exposure value and taking into account collateral and not taking it into account.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 47. the Authority also uses other, this annex is not mentioned in the previous paragraphs, the credit risk of the counterparty's size measurements, for example, the maximum exposure value or potential future exposure value based on the distribution of exposures calculated with the same model used by the expected positive exposure value calculation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

48. the body is a system that can calculate the expected positive exposure value every day, unless it is made a justification that its counterparty credit risk assessment is rarely enough.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 49. the authority expected positive exposure values used for the calculation of the period of time that adequately reflect the cash flow and the next contract term structure, and expected positive exposure value calculation shall be carried out, taking into account the significance of exposures and structure.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 50. the exposure value shall be determined, followed by its changes and controls all inclusive set of exposures during its existence (not just one year).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 51. The Authority shall establish the procedures of the counterparty credit risk identification and control in cases where exposure exceeds one year. In addition, the estimated exposures increase in value included authorities internal capital model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 3. Stress testing 52. the authority shall ensure adequate stress testing process for counterparty credit risk capital requirements.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 53. Stress testing results are compared with the expected positive exposure values, and it is used as part of the internal capital adequacy determination process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 54. Stress test includes such economic conditions that could adversely affect the institution's credit risk, which can lead to institution and evaluation of exceptional expenditure relating to the institution's capacity to cope with such changes.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 55. the authority shall carry out stress-testing its counterparty credit risk the maximum size setting, including those at the market risk and credit risk factor stress testing.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. will include 56. examination of stress concentration risk (a single counterparty or group of counterparties), correlation risk for market risk and credit risk (for example, assuming that significant market changes can either increase the risk of transaction value, or significantly impair the credit quality, or perhaps both at the same time joining the event) and the risk of that counterparty's position may cause changes in the salvage market. Stress tests also reflect such market impact of changes to the institution's own positions, including this impact assessment of credit risk of the counterparty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. The correlation risk 57. the authority shall assess the risks properly, which greatly increases the overall correlation risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 58. The Authority shall establish procedures to identify, monitor and control the specific correlation risks, exposures and engaging throughout its lifetime.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5. Modeling process integrity 59. Model reflects the transaction terms and specifications in a timely manner, completely and carefully. These conditions include the contract or notional value of the instrument and other cash flow, time, database tools, maržinālo loans and the corresponding reciprocal transfer agreements.
Conformity assessment rating rationale

Reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 60. Conditions and specifications stored in the database, which carries out systematic and periodic audit.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 61. the procedure for the mutual recognition of the Treaty includes States that mutual agreement before entering the clearing the database you need to get a legal opinion on legal mutual including contract enforcement.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. to this Annex 61 62. entering of the contract referred to in the database, you receive the legislative approval, the independent authority of the Department or employee.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 63. transaction terms and specifications data entry, check the internal model internal audit and is designed for the mutual information procedure between the harmonization of the internal model and the transaction database to constantly verify the transaction conditions and specifications for the expected positive exposure value is reflected correctly, or at least caution.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 64. Model uses the current market data to calculate the current value of the exposures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 65. If the fluctuation and correlation estimates are used for historical data, it uses at least three years and be renewed quarterly or more frequently, if it meets the conditions of the market.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. data cover all 66. economic conditions, such as a full business cycle.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 67. departments of prices approved by the unit that is independent from business units.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 68.64. Of this annex and paragraph 65 above data are derived independently from the activity and enter the internal model on time and in full.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 69.64 and 65 of this annex referred to in point data is stored in a secure database, which carries out systematic and periodic audit.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 70. The Authority has also required carefully developed its internal model includes data integrity verification procedure to clean up data from faulty and/or inappropriate data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 71. To the extent that the internal model used to market data, including data on new products, for which historical data are not available for three years, the internal procedure applied to the assessed value and the estimated authority empirically verify that the estimated value to represent the conservative base risks under adverse market conditions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 72. If the model takes into account the security impact on cross including set market value changes, the authority should be suitable for historical data to model the value of collateral.

Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. approved 73 Model is the internal approval process. This process includes authorities general type approval policy and approval procedures.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 74. Approval process determines the checks necessary to ensure the integrity of the model and to identify the conditions under which the assumptions may be considered incorrect and expected positive exposure value can be assessed.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 75. Approval procedure shall include the expected positive exposure value assessment of the completeness of the model, such as assessment, or the expected positive exposure value model covers all products that significantly affect the credit risk of the counterparty.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 76. Authority observe the relevant risks and develop procedures to adjust the expected positive exposure value estimates, if these risks increase significantly.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 77. Authority identifies and manages its exposure to a specific risk of correlation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 78. exposures for which risk profile increased after one year, the Authority regularly compares the expected positive exposure estimates of the value of one year with the expected positive exposure value of the exposure period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 79. short-term (less than one year) exposures is compared periodically to the exposure value of the replacement (the current exposure value) and the value of the exposures and/or stored in a data which allows you to make such a comparison.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 80. The Authority shall establish internal procedures for inclusion in each prior to the transaction, including the total sure concerning the conclusion of a legally enforceable contract of mutual clearing, which comply with the provisions of annex 1 of the MKP is part 7 in compliance with requirements.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 81. Body that used to reduce counterparty credit risk, develop internal procedures to guarantee recognition of the effects of prior calculations verify that collateral meets the relevant legal certainty standards described in the provisions of annex 3 of the MKP.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 6. Requirements for approval expected positive exposure values (-SPRDV) models SPRDV model 82. Authorities comply with market risk models in certain qualitative requirements for approval (see the 94-97).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 83. Calculation of counterparty risk in the transaction value, interest rates, currency rates, equity prices, commodity prices and other market risk factors are projected for the longer (a suitable counterparty credit risk determination) time period.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

84. Market risk factors predictive model results compliance with actual market risk factors shall also be assessed over a longer period of time than in paragraph 83 of this annex these factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 85. Pricing models, used exposed to credit risk of the counterparty risk for the determination of the transaction value in accordance with market risk factor changes the future shock scenarios, the action checks as part of the pattern approval process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 86. Pricing models for options value of exposures taken into account for the determination of the option values in the non-linear nature against market risk factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 87. SPRDV model-specific uses and stores transaction information to determine the of a single exposure value in between including the set level.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 88. Body checks, or exposures are included in the corresponding reciprocal transfer the total SPRDV model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 89. SPRDV model also includes the specific transaction information about margin or margin of safety to account for their impact. The model takes into account both the initial security deposit and potential changes to it in the future and with this process the related cash flows between business partners.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 90. SPRDV model takes into account the marginal conditions of the arrangement (unilateral or bilateral), billing frequency, margin risk, margin threshold before the marginal contributions of which the authority has agreed to, and the minimum transfer amount.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 91. SPRDV model either the market value of the security model changes or adjusts the value of the collateral in accordance with the provisions of annex 3 of the MKP.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 92. Business partners of the representative portfolio of static and historical retrospective examination is part of the pattern approval process. The authority shall at regular intervals carry out such checks more retrospectively representative counterparty portfolios (actual or hypothetical).
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc 93.92. Of this annex, the representative referred to portfolio selection based on sensitivity to important risk factors and correlations between risk factors, which may cause a risk to the institution.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 7. Market risk models in certain qualitative requirements for approval. the body is 94 of procedure, to ensure that they adequately evaluate models of models of independent and suitably qualified professionals, and thus gain the assurance of the validity of the conceptual model and adequate coverage of all the relevant risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 95. Evaluation shall be carried out after the initial creation of the model, on a regular basis, after any significant change in the pattern, as well as the significant structural changes in the market or changes in the structure of the portfolio cases, which may not initially include the model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.

96. The development of evaluation techniques and best practices, as the body adjusts the model methods used for the evaluation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. evaluation of the model 97 is not confined to the retroactive checks, but also includes at least: • check that makes sure that the models used are appropriate to the risk assumptions and assess the not too low and not too high;
• institutions created models of evaluation tests in relation to the structure of the portfolio and risks;
• the use of hypothetical portfolios to ensure that the ability of the model to reflect the specific structural features that could be relevant, for example, significant principal risk and concentration risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., annex 6 financial and capital market Commission 02.05.2007. Regulation No. 64 _____ _____ _____ _____ _____ _____ _____ _____ (authority name) ____ ____ ____ ____ ____ ____ ____ ____ ___ (the self assessment date) for the use of the internal model RPVS market risk capital requirements for the determination of compliance with the requirements of the authorities of the self-assessment 1. market risk management framework 1. RPVS internal model is closely related to the day-to-day risk management process of the institution and serves as the basis for the review of the impact of risk management for the preparation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 2. The institution has established an independent risk control unit that is subject to direct management.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 3 to this annex referred to in paragraph 2, the unit is responsible for the institution's internal model RPVS creation and deployment, prepare and analyze daily reports, obtained using RPVS internal model results, and proposes appropriate measures to internally defined limits are not exceeded.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. Risk Control Unit also performs initial and permanent RPVS internal models check and approval.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5. Management is involved in the risk control process and risk control Department prepare daily reports look like managers who have a sufficient mandate to reduce both individual dealer position, both in the institution's overall risk exposure of the subject transaction.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 6. The institution has sufficient numbers of staff with experience working with complex models not only trading operations with financial instruments, but also risk control, audit and business accounting.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 7. the authority has developed procedures for market risk management, as well as procedures for all claims relating to the functioning of the internal model RPVS compliance control.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 8. RPVS internal models are documented and represents acceptable risk accuracy of measurement.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc, 9. the Authority regularly performs stress testing.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 10. Stress test results in the appearance of the body, and they are taken into account in drawing up the policy documents of the authority and limits.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 11. Stress test scenarios in a market liquidity model tight market conditions, concentration risk, unilateral market, casual and sudden default risks, non-linear changes in the prices of products, important issues options when solving these problems to the contractual maturity date is unlikely, with the price gaps in positions and other risks, which include internal model RPVS.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 12. Used in the stressful situation reflects the nature of the portfolio and the time it would take to hedge against risk or manage risks tight market conditions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 13. regular internal audits are carried out under independent RPVS internal models check.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 14 13 to this annex referred to in paragraph shall cover both the Department, conducting trade with financial instruments, activities and independent risk control unit operation.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 15. at least once a year the authority shall carry out all of its market risk management process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 16. This annex referred to in point 15 check includes risk management system and process documentation and risk control unit operation assessment.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 17. This annex referred to in point 15 check includes also the use of internal models RPVS daily risk management and the management information system integrity check.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 18.15 of this annex, the checks referred to in paragraph also includes the izcenošan models of risk and risk assessment system used for trading and accounting personnel, approval process.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 19. This annex referred to in point 15 check includes questions such as, what are the risks of the market and the extent to which covers internal models RPVS.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 20. This annex referred to in point 15 check includes also any significant changes to the internal model approval RPVS.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 21. This annex referred to in point 15 check includes also the position accuracy and completeness of the data, the correlation and variability assumption of accuracy and consistency, valuation and risk sensitivity calculations for accuracy checks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 22. This annex referred to in point 15 check includes also the verification process the institution uses to verify the RPVS internal models used data source the consistency, timeliness and reliability, including the data source independence.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 23. This annex referred to in point 15 check includes also the verification process the institution uses the RPVS precision of internal models for the purpose of the evaluation the retrospective test results.
Conformity assessment *

Rating justification reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 2. RPVS internal model in certain qualitative requirements for approval 24. The institution has procedures to ensure that its internal patterns RPVS adequately assessed from internal models of the RPVS independent and appropriately qualified specialists, and thus gain the confidence for conceptual validity of models and adequate coverage of all the relevant risks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 25. Evaluation shall be carried out after the initial internal RPVS model creation, periodically, after any significant change in the pattern, as well as the significant structural changes in the market or changes the structure of the portfolio, you may initially include RPVS internal model.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 26. Development of evaluation techniques and best practices, as the body adjusts the internal models for evaluating RPVS method.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 27. assessment of internal models RPVS are not limited to the retroactive checks, but also includes at least: • check that makes sure that the RPVS internal models used assumptions are appropriate to the risks and underestimate it, not too low and not too high;
• institutions created internal assessment models RPVS tests in relation to the structure of the portfolio and risks;
• the use of hypothetical portfolios to ensure that the ability of internal models RPVS reflect the specific structural features that could be relevant, for example, significant principal risk and concentration risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 3. quality requirements for the internal model 28 RPVS RPVS internal model to accurately include all significant authority option or options positions in similar pricing.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 29. any risk that the internal model does not cover RPVS are appropriately covered by own funds.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 30. options related to the process of measuring risk takes into account the non-linear changes in the prices of options positions, as well as the risk measurement system shall cover the options database asset price fluctuation risk factors or Vega risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 31. Depending on the size of the transaction and the institution in the respective markets RPVS frequency internal model comprises a sufficient number of risk factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 32. To determine the interest rate risk, RPVS internal model includes risk factors corresponding to the interest rates in each currency in which the institution has interest rate sensitive balance sheet or off-balance-sheet items.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 33. Yield curve model by using one of the methods generally recognised.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 34. Significant interest-rate sensitive positions distributed according to the major currencies and markets. According to the distribution of the yield curve at least six time intervals to cover fluctuations in interest rates.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 35. RPVS internal model also includes a complete correlation between the different curves of curvature.
Conformity assessment rating rationale

Reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 36. foreign exchange risk, RPVS internal model includes risk factors corresponding to gold and foreign currencies in which the institution's positions are denominated.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 37. Investment Fund investment certificates take into account information on the relevant investment fund foreign currency current position.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 38. The Authority may use third parties to prepare a report on the Trust Fund's foreign currency position, if that report is accurate is adequately verified.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 39. If the authority is not reliable information about investment funds in the foreign currency positions, the positions should be excluded from the portfolio to which the RPVS internal model, and this position of the capital requirements calculated in accordance with the provisions of Chapter 3 of the MKP 4 of these requirements in part.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 40. To determine the equity risk size, RPVS internal model includes separate risk factor for each of the equity markets in which the institution holds significant positions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 41. To determine the size of the risk, the internal model includes separate RPVS risk factor for each commodity in which the institution holds significant positions. RPVS internal model also includes a risk associated with imperfect correlation between similar but not identical to the goods, and changes in the future prices, due to lack of time. Also take account of market characteristics, delivery dates and business partners the opportunity to close the position.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 42. Correlation detection system is adequate and implemented in such a way that the body can use empirical correlations between risk factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 4. quantitative requirements for the calculation of the 43 RPVS. RPVS calculation is made at least once each working day.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.. Calculating 44 RPVS, percentil of 99. unilateral confidence interval.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 45. included in the calculation of the position of the RPVS holding period is equivalent to 10 working days.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 46. There are at least one year historical observation period, except where a shorter observation period is justified by a substantial price fluctuations.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 47. the whole data set is updated not less frequently than quarterly.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 5. RPVS internal model specific risk capital requirement calculation 48. RPVS internal model explains the portfolio financial instrument price historical changes.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 49. RPVS internal model takes into account the Authority's financial instruments owned by the degree of concentration and changes in the structure of the portfolio.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 50. RPVS internal model produced reliable results despite adverse circumstances and factors.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 51. RPVS internal model accurately reflects the specific risk, as evidenced by the retroactive checks.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 52. If the test is carried out on a apakšportfeļ retrospective database, then this apakšportfeļ choice must be consistent.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 53. RPVS internal model cover attached to the name (name-related) principal risk, which means that the model is sensitive to individual-specific differences between similar but not identical positions.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 54. RPVS internal model reflects the event risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 55. If the portfolio is subject to the authority of the event, which do not comply with this Annex 43 to 47 in the designated minimum quantitative requirements for the calculation, i.e. the RPVS cannot apply 10 business days comparable holding period and 99. confidence intervals, percentil's unilateral (high risks with low probability), following the appropriate impact assessment includes the institutions internal assessment of capital adequacy.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 56. Institutions RPVS internal model conservative estimates the risks associated with less liquid positions in existence and positions with limited price availability of real market scenario.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 57. RPVS internal model complies with paragraph 46 and 47. data awards a minimum requirements.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 58. If the data is not enough, or does not reflect the true position or portfolio shifts, the authority may use conservative assumptions with regard to the replacement of this data.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 59. assessment develops techniques and best practices, as the body adjusts the internal models for evaluating RPVS method.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.
 
60. the body is a method to the calculation of capital requirements also include the its trading book positions of the risk of default, which is increasing in comparison with the risk of default, which includes in the calculation basis of the RPVS this annex 48 to 58 in.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 61. To avoid double counting, the authority to calculate the incremental default risk, take into account the extent to which the risk of default is already included in the calculation of the RPVS.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point




* Meet, match, meet, partially not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. to this Annex 61 62 above requirement applies in particular to risks of default are eligible for positions for which there is a possibility they are close and who actually could close within 10 working days after the adverse market conditions for accession, or other signs of deterioration of the environment of credit.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 63. If the authority incremental default risk capital requirement calculation includes the calculation of the additional capital requirement, it is an appropriate methodology for the examination of the results obtained.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 64.60. This annex authorities referred to the selected method meets the standards, comparable to the provisions of title II of the MKP Chapter 2 of part 3, referred to in assuming a constant level of risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 65. the method is adjusted where necessary to reflect the liquidity, concentrations, hedging and method choices impact on the growing rifts in the development risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 66. Body that does not use the internally developed method for increasing the risk of default for the determination of the calculation of the amount of additional capital requirements, using either the provisions of title II of the MKP 2. part 2 of the section or referred to in the provisions of title II of the MKP Chapter 2 of part 3, the appropriate approach.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc., 67. Exposures that constitute cash or synthetic vērtspapirizēšan positions, for which the value reduces equity in accordance with the provisions of paragraph 348.6 MKP or MKP should apply the rules referred to in annex 1 250 4 percent risk, with internally developed method to calculate additional capital requirements is at least equal to their you get using the provisions of paragraph MKP 348.6 method referred to in the provisions or application of MKP 4.1 250 interest referred to in the annex to the degree of risk.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 68. Authority to this annex referred to in paragraph 67 of the transactions is the merchant, you can use another method, if the authority is intended to deal, if there is a liquid two-way market risk exposures of the vērtspapirizēšan or the vērtspapirizēšan in the case of synthetic based only on credit derivatives, vērtspapirizēšan exposure or all risk components from which they are composed. Two-way market exists in this case, if whatever good faith offer of sale in such a way that price is logically linked to the last trading price or the current fair competitive purchase and sale quotations can be obtained within one business day and the deal at that price settle according to the traditions of trade in relatively short time.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc. 69. to the body could use a different approach, it has sufficient market data, which ensures that the institution's method, it uses the adult's risk of default, in accordance with the determination of this point, completely cover the risk of default.
Assessment of conformity assessment of the justification the reference to the institution's internal documents, specifying the appropriate point in the match, the match, partial match, not applicable. The authority shall consider and justify (description) the criterion of conformity based on internal documents, policies, procedures, reports, etc.