+Article 280f Other risks category add-on
---+Article 280f 1.
---+Article 280f 2.
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Article 280f Other risks category add-on
1. Overview
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Regulation |
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Article 280f 1.
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For the purposes of Article 278, institutions shall calculate the other risks category add-on for a given netting set as follows:
where:
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AddOnOther
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=
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the other risks category add-on;
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єj
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=
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the index that denotes the other risk hedging sets established in accordance with point (f) of Article 277a(1) and Article 277a(2) for the netting set; and
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=
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the other risks category add-on for hedging set j calculated in accordance with paragraph 2.
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Article 280f 2.
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Institutions shall calculate the other risks category add-on for hedging set j as follows:
where:
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=
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the other risks category add-on for hedging set j;
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єj
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=
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the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280; and
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SFOther
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=
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the supervisory factor for the other risk category with a value equal to 8 %;
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=
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the effective notional amount of hedging set j calculated as follows:
where:
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l
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=
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the index that denotes the risk position.
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,
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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