+Article 8 6.
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Article 8 6.
Hedging arrangements shall be taken into account when calculating the exposure of an AIF only if they comply with all the following conditions:
(a)
the positions involved within the hedging relationship do not aim to generate a return and general and specific risks are offset;
(b)
there is a verifiable reduction of market risk at the level of the AIF;
(c)
the risks linked to derivative instruments, general and specific, if any, are offset;
(d)
the hedging arrangements relate to the same asset class;
(e)
they are efficient in stressed market conditions.
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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