model risk
as defined in Directive 2013/36/EU of the European Parliament and of the Council of 26 June…, Article 3(1), point (11) (Definitions)
(11)
'model risk' means model risk as defined in Article 4(1), point (52b), of Regulation (EU) No 575/2013;
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Also defined in
- CRR 32013R0575, Article 4(1), point (12)
model risk as defined in point (11) of Article 3(1) of Directive 2013/36/EU