+3. Notwithstanding the inclusion in the IRC of positions in listed equity or in derivative …
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3. Notwithstanding the inclusion in the IRC of positions in listed equity or in derivative …
Notwithstanding the inclusion in the IRC of positions in listed equity or in derivative instruments based on listed equity, a specific risk capital charge for these positions – capturing event risk in the case of the use of an internal model – must still be calculated.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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