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Market Risk Model Extensions and Changes RTS

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Market Risk Model Extensions and Changes RTS

149Part 1 (FCA) of the UK version of 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, which is part of UK law by virtue of the EUWA.

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