Extension of the market risk model to an additional location in another jurisdiction, including extending the market risk model to the positions of a desk located in a different time zone, or for which different front office or IT systems are used.
Toute extension “inverse”, telle que le cas où l'établissement vise à appliquer l'approche standard à des catégories de risque pour lesquelles il est autorisé à utiliser un modèle interne de risque de marché.