+Article 280e 1.

Article 280e 1.

For the purposes of Article 278, institutions shall calculate the commodity risk category add-on for a given netting set as follows:

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where:

AddOnCom

=

the commodity risk category add-on;

j

=

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

image

=

the commodity risk category add-on for hedging set j calculated in accordance with paragraph 4.

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards