{
  "url": "https://openlegislation.uk/eu-regulation-2014-529/annex-I/part-II/section-1/division-5",
  "json_url": "https://openlegislation.uk/eu-regulation-2014-529/annex-I/part-II/section-1/division-5.json",
  "legislation": "eur/2014/529",
  "legislation_title": "Commission Delegated Regulation (EU) No 529/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for assessing the materiality of extensions and changes of the Internal Ratings Based Approach and the Advanced Measurement Approach (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2014-529",
  "path": "annex/I/part/II/section/1/division/5",
  "kind": "division",
  "number": "5",
  "heading": "Changes in the internal models approach to equity exposures. These include:",
  "text": "(a) changes in the value-at-risk modelling approach to estimate risk weighted exposure amounts for equity exposures according to Article 155(4) of Regulation (EU) No 575/2013;\n(b) changes in the methodology for adjusting estimates of potential loss to achieve appropriate levels of realism and/or conservatism, or changes in the analytical method to convert shorter horizon period data to quarterly data according to Article 186(a) of Regulation (EU) No 575/2013;\n(c) changes in the model capture of material risk drivers considering the specific risk profile and complexity, including non-linearity's of the institution's equity portfolio according to Article 186(b) and (c) of Regulation (EU) No 575/2013;\n(d) changes in the fundamental methodology for mapping of individual positions to proxies, market indices or risk factors according to Article 186(d) of Regulation (EU) No 575/2013.",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2014/529/annex/I/part/II/section/1/division/5",
    "retrieved_at": "2026-11-01T14:47:39.666799+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}