Index
Constraints
DPM Mapeba_tC_32.03 - C 32.03
| C 32.03 | |||||||||||||||||
| Model | Risk category | Product | Observability | Model risk AVA | Aggregated AVA calculated under method 2 | Fair-valued assets and liabilities | IPV difference (output testing) | IPV coverage (output testing) | Fair value adjustments | Day1 P&L | |||||||
| of which: using expert approach | of which: aggregated using method 2 | FV assets | FV liabilities | Model risk | Early termination | ||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | |||
| eba_dim:RAN | |||||||||||||||||
| Top twenty individual model risk AVAs | 0005 | ||||||||||||||||