+5. Positions not subject to calculation of the IRC

5. Positions not subject to calculation of the IRC

The following items should be excluded from the calculation of the IRC:

a. securitisations;
b. n-th-to-default credit derivatives; and

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c. positions subject to the specific interest rate risk charge and different from securitisations or n-th-to-default credit derivatives if they are positions of the correlation trading portfolio (CTP).

1. Übersicht

,

Bezeichnung	Regulierung

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen
Quelle	Anforderung

3. Zugehörige Standards

Standards
Quelle	Anforderung

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