+1. Long positions in the institution‟s own debt, which may arise from trading or market-making …
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1. Long positions in the institution‟s own debt, which may arise from trading or market-making …
Long positions in the institution‟s own debt, which may arise from trading or market-making activity in its own bonds, should be included within the scope of the IRC model but only migration risk should be taken into account for the calculation of the charge.
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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