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Response to consultation Paper on Draft Regulatory Technical Standards related to implementation of a new prudential regime for investment firms
Go backIs the proposed articulation of the K-factors calculation methods, in particular between AUM and CMH and ASA, exhaustive or should any other element be considered?
Please see attached responseAre the requirements for notion of segregated accounts sufficient? Are there issues on segregated accounts which need to be elaborated further?
Please see attached responseIs there any example of situations of market stress which would not been taken into account applying the proposed approach but would be relevant for the measurement of the K-DTF?
Please see attached responseWhat would be appropriate thresholds or events that should trigger the comparison between the calculation under the K-CMG compared to the one under the K-NPR?
Please see attached responseWhich other conditions should be considered to avoid double counting or to prevent regulatory arbitrage in the use of the K-CMG approach?
Please see attached responseDo you have any comment on the elements included in this Consultation Paper for the application of the aggregation method?
Please see attached responseDo you currently use the method of proportional consolidation for the consolidation of subsidiaries in accordance with Article 18(4) of Regulation (EU) No 575/2013? If proportional consolidation is used, please explain if the conditions included in this Consultation Paper are met.
Please see attached responseDo you have any comments on the conditions established in this Consultation Paper to apply proportional consolidation to investment firms groups under Regulation (EU) No 2019/2033?
Please see attached responseThe methods for calculating the K-factors in a consolidated situation may allow for further specifications. Is there any K-factor for which the calculation in the context of the consolidated basis would require further specifications? What aspects should be considered?
Please see attached responseName of the organization
Alternative Investment Management Association