+Article 325i 3.

Article 325i 3.

Institutions may use the approach set out in paragraph 2 for instruments referencing a listed equity or credit index where all of the following conditions are met:

(a) 

the constituents of the listed index and their respective weightings in that index are known;

(b) 

the listed index contains at least 20 constituents;

(c) 

no single constituent contained within the listed index represents more than 25 % of the total market capitalisation of that index;

(d) 

no set comprising one tenth of the total number of constituents of the listed index, rounded up to the next integer, represents more than 60 % of the total market capitalisation of that index;

(e) 

the total market capitalisation of all the constituents of the listed index is no less than EUR 40 billion.

1. Übersicht

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1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards