+Article 14 2.

Article 14 2.

For the purposes of point (a) of paragraph 1, the identification of concentrated valuation positions shall consider all of the following:

(a) 

the size of all valuation positions relative to the liquidity of the related market;

(b) 

the institution's ability to trade in that market;

(c) 

the average daily market volume and typical daily trading volume of the institution.

Institutions shall establish and document the methodology applied to determine concentrated valuation positions for which a concentrated positions AVA shall be calculated.

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