+COMPLEXITY INDICATORS

COMPLEXITY INDICATORS

Section 10 - Notional Amount of Over-the-Counter (OTC) Amount Derivatives

  • a. OTC derivatives cleared through a central counterparty
  • b. OTC derivatives settled bilaterally
  • c. Notional amount of over-the-counter (OTC) derivatives indicator, including insurance subsidiaries (sum of items 10.a. and 10.b.)

1. Overview

,
Summary Regulation

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/