+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 2 Debt instruments

Section 2 Debt instruments

1. Overview

,
Article 334 Net positions in debt instruments

Article 334

Net positions in debt instruments

Net positions shall be classified according to the currency in which they are denominated and shall calculate the own funds requirement for general and specific risk in each individual currency separately.
Sub-Section 1 Specific risk Sub-Section 1 Specific risk
Sub-Section 2 General risk Sub-Section 2 General risk

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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