+Article 338 2.

Article 338 2.

An institution shall determine the larger of the following amounts as the specific risk own funds requirement for the correlation trading portfolio:

(a) 

the total specific risk own funds requirement that would apply just to the net long positions of the correlation trading portfolio;

(b) 

the total specific risk own funds requirement that would apply just to the net short positions of the correlation trading portfolio.

1. Übersicht

,

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards