+Article 8 2.
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Article 8 2.
For the calculation of the exposure of an AIF in accordance with the commitment method an AIFM shall:
(a)
convert each derivative instrument position into an equivalent position in the underlying asset of that derivative using the conversion methodologies set out in Article 10 and paragraphs (4) to (9) and (14) of Annex II;
(b)
apply netting and hedging arrangements;
(c)
calculate the exposure created through the reinvestment of borrowings where such reinvestment increases the exposure of the AIF as defined in paragraphs (1) and (2) of Annex I;
(d)
include other arrangements in the calculation in accordance with paragraphs (3) and (10) to (13) of Annex I.
1. Übersicht
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Regulierung |
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1.1 Referenzen
1.2 Identifizierte Anforderungen
1.3 Zugehörige Standards
2. Identifizierte Anforderungen
Anforderungen
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Anforderung |
3. Zugehörige Standards
Standards
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Anforderung |
- Builddate: 12.02.2024 00:00:00 -Doknr: CELEX:32013R0231
- EULAW -
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