+Article 277 1.

Article 277 1.

Institutions shall map each transaction of a netting set to one of the following risk categories to determine the potential future exposure of the netting set referred to in Article 278:

(a) 

interest rate risk;

(b) 

foreign exchange risk;

(c) 

credit risk;

(d) 

equity risk;

(e) 

commodity risk;

(f) 

other risks.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards