+33. Where the size of the position that the institution has taken for hedging the ratio is lower …
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33. Where the size of the position that the institution has taken for hedging the ratio is lower …
Where the size of the position that the institution has taken for hedging the ratio is lower than the maximum net open position, the whole structural position should be excluded from the calculation of the net open position.
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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