(c)

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

for positions that are marked‐to‐model, the extent to which the institution can: identify all material risks of the position; hedge all material risks of the position with instruments for which an active, liquid two‐way market exists; and derive reliable estimates for the key assumptions and parameters used in the model;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-10 · Text as adopted (Official Journal); later amendments are not incorporated in this text.