Response to consultation paper on Guidelines on criteria for the use of data inputs for the ES risk measure under the IMA

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Q1. To which extent do you intend to apply paragraph 16 of the present GL? Please provide concrete examples that could fall under the scope of paragraph 16 and explain why the coefficients cannot be calibrated to the historical data only.

Please see the attached document.

Q2. To which extent do you intend to apply paragraph 17 of the present GL? Please provide concrete examples that could fall under the scope of paragraph 17.

Please see the attached document.

Q3. Do you agree with the inclusion of paragraph 31 in the GL? Do you envisage any issues that could be associated with paragraph 31?

Please see the attached document.

Q4. Do you agree with the inclusion of paragraph 34 in the GL? Do you envisage any issues that could be associated with paragraph 34?

Please see the attached document.

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IntesaSanpaolo_EBA CP 2020_21_Guidelines on criteria for data inputs under the IMA.pdf (839.48 KB)

Name of the organization

Intesa Sanpaolo S.p.A