+CHAPTER 2 Own funds requirements for position risk
---+Section 1 General provisions and specific instruments
------+Article 326 Own funds requirements for position risk
------+Article 327 Netting
---------+Article 327 1.
---------+Article 327 2.
---------+Article 327 3.
------+Article 328 Interest rate futures and forwards
---------+Article 328 1.
---------+Article 328 2.
------+Article 329 Options and warrants
---------+Article 329 1.
---------+Article 329 2.
---------+Article 329 3.
---------+Article 329 4.
------+Article 330 Swaps
------+Article 331 Interest rate risk on derivative instruments
---------+Article 331 1.
---------+Article 331 2.
------+Article 332 Credit Derivatives
---------+Article 332 1.
---------+Article 332 2.
---------+Article 332 3.
------+Article 333 Securities sold under a repurchase agreement or lent
---+Section 2 Debt instruments
------+Article 334 Net positions in debt instruments
------+Sub-Section 1 Specific risk
---------+Article 335 Cap on the own funds requirement for a net position
---------+Article 336 Own funds requirement for non-securitisation debt instruments
------------+Article 336 1.
------------+Article 336 2.
------------+Article 336 3.
------------+Article 336 4.
---------+Article 337 Own funds requirement for securitisation instruments
------------+Article 337 1.
------------+Article 337 2.
------------+Article 337 3.
------------+Article 337 4.
------------+Article 337 5.
---------+Article 338 Own funds requirement for the correlation trading portfolio
------------+Article 338 1.
------------+Article 338 2.
------+Sub-Section 2 General risk
---------+Article 339 Maturity-based calculation of general risk
------------+Article 339 1.
------------+Article 339 2.
------------+Article 339 3.
------------+Article 339 4.
------------+Article 339 5.
------------+Article 339 6.
------------+Article 339 7.
------------+Article 339 8.
------------+Article 339 9.
---------+Article 340 Duration-based calculation of general risk
------------+Article 340 1.
------------+Article 340 2.
------------+Article 340 3.
------------+Article 340 4.
------------+Article 340 5.
------------+Article 340 6.
------------+Article 340 7.
---+Section 3 Equities
------+Article 341 Net positions in equity instruments
---------+Article 341 1.
---------+Article 341 2.
---------+Article 341 3.
------+Article 342 Specific risk of equity instruments
------+Article 343 General risk of equity instruments
------+Article 344 Stock indices
---------+Article 344 1.
---------+Article 344 2.
---------+Article 344 3.
---------+Article 344 4.
---+Section 4 Underwriting
------+Article 345 Reduction of net positions
---------+Article 345 1.
---------+Article 345 2.
---+Section 5 Specific risk own funds requirements for positions hedged by credit derivatives
------+Article 346 Allowance for hedges by credit derivatives
---------+Article 346 1.
---------+Article 346 2.
---------+Article 346 3.
---------+Article 346 4.
---------+Article 346 5.
---------+Article 346 6.
------+Article 347 Allowance for hedges by first and nth-to default credit derivatives
---+Section 6 Own funds requirements for CIUs
------+Article 348 Own funds requirements for CIUs
---------+Article 348 1.
---------+Article 348 2.
------+Article 349 General criteria for CIUs
------+Article 350 Specific methods for CIUs
---------+Article 350 1.
---------+Article 350 2.
---------+Article 350 3.
---------+Article 350 4.

CHAPTER 2 Own funds requirements for position risk

CHAPTER 2 Own funds requirements for position risk

1. Overview

,
Section 1 General provisions and specific instruments Section 1 General provisions and specific instruments
Section 2 Debt instruments Section 2 Debt instruments
Section 3 Equities Section 3 Equities
Section 4 Underwriting Section 4 Underwriting
Section 5 Specific risk own funds requirements for positions hedged by credit derivatives Section 5 Specific risk own funds requirements for positions hedged by credit derivatives
Section 6 Own funds requirements for CIUs Section 6 Own funds requirements for CIUs

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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