Artikel 280b Aufschlag für die Kategorie „Fremdwährungsrisiko“

AddOnFX

=

the foreign exchange risk category add on;

j

=

the index that denotes the foreign exchange risk hedging sets established in accordance with point (b) of Article 277a(1) and with Article 277a(2) for the netting set; and

=

the foreign exchange risk category add-on for hedging set j calculated in accordance with paragraph 2.

єj

=

the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280;

SFFX

=

the supervisory factor for the foreign exchange risk category with a value equal to 4 %;

=

the effective notional amount of hedging set j calculated as follows:

l

=

the index that denotes the risk position.