+Article 14 2.

Article 14 2.

For the purposes of point (a) of paragraph 1, the identification of concentrated valuation positions shall consider all of the following:

(a) 

the size of all valuation positions relative to the liquidity of the related market;

(b) 

the institution's ability to trade in that market;

(c) 

the average daily market volume and typical daily trading volume of the institution.

Institutions shall establish and document the methodology applied to determine concentrated valuation positions for which a concentrated positions AVA shall be calculated.

1. Vue d’ensemble

,

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences

3. Normes associées

Normes