minimum modelling threshold
Defined in Article 2, Commission Delegated Regulation (EU) 2018/959
Definitions over time (1)
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26/07/2018 – today applies on 12/11/2026 Article 2, Commission Delegated Regulation (EU) 2018/959 Scope: Whole act
For the purposes of this Delegated Act, the following definitions shall apply:
‘minimum modelling threshold’ means the loss value from which the frequency and severity distributions, either empirical or parametric, are fitted to the operational risk losses;