32. Institutions may apply simplifications when calculating the maximum net open position in …

Institutions may apply simplifications when calculating the maximum net open position in accordance with paragraph 31 only where they meet both of the following conditions:

• (a) they are able to show the effect of such simplifications on the value of the maximum net open position;
• (b) the effect of the simplifications referred to in point (a) does not represent an overestimation of the maximum net open position.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/