+Article 280e 5.

Article 280e 5.

Institutions shall calculate the add-on for the commodity reference type k as follows:

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where:

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=

the add-on for the commodity reference type k;

▼C7

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=

the supervisory factor applicable to the commodity reference type k;

where the commodity reference type k corresponds to transactions allocated to the hedging set referred to in point (e) of Article 277a(1), excluding transactions concerning electricity,image; for transactions concerning electricity,image; and

▼M8

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=

the effective notional amount of the commodity reference type k calculated as follows:

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where:

l

=

the index that denotes the risk position.

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards