Model Risk AVA Rank | Identifies an individual model risk AVA that contributes to the total category level model AVA computed in accordance with Article 11 of the Delegated Regulation (EU) 2016/101 on prudent valuation. Should follow the numerical order 1, 2, 3, etc, with 1 being assigned to the highest (in terms of AVA amount contributed to the total category level model risk AVA) individual model risk AVA, 2 to the second highest and so on. |
| Integers - Integers |
| x999 - |
| C 32.03 | Prudent valuation. Model risk AVA |