Division (b) Calculation of volatility adjustments to be appliedF1

United Kingdom Repealed

1. 34Division 34
2. 35A credit institution may choose to use the Supervisory volatility adjustments approach or the Own estimates approach independently of the choice it has made between the Articles 78 to 83 and Articles 84 to 89 for the calculation of risk-weighted exposure amounts. However, if credit institutions seek to use the Own estimates approach, they must do so for the full range of instrument types, excluding immaterial portfolios where they may use the Supervisory volatility adjustments approach.
3. (i)Supervisory volatility adjustments
4. (ii)Own estimates of volatility adjustments
5. (iii)Scaling up of volatility adjustments
6. (iv)Conditions for applying a 0 % volatility adjustment