+Article 360 Simplified approach
---+Article 360 1.
---+Article 360 2.
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Article 360 Simplified approach
1. Overview
| Summary |
Regulation |
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Article 360 1.
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The institution's own funds requirement for each commodity shall be calculated as the sum of the following:
(a)
15 % of the net position, long or short, multiplied by the spot price for the commodity;
(b)
3 % of the gross position, long plus short, multiplied by the spot price for the commodity.
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Article 360 2.
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The institution's overall own funds requirement for commodities risk shall be calculated as the sum of the own funds requirements calculated for each commodity in accordance with paragraph 1.
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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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