+2. Diversification effects associated with long and short positions may only be recognised by …
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2. Diversification effects associated with long and short positions may only be recognised by …
Diversification effects associated with long and short positions may only be recognised by explicitly modelling gross long and short positions in the different instruments. In any case, institutions should demonstrate that diversification or hedging effects are not overestimated; in particular maturity mismatches should be reflected in models.
1. Forbhreathnú
1.1 Tagairtí
1.2 Ceanglais aitheanta
1.3 Caighdeáin ghaolmhara
2. Ceanglais aitheanta
Ceanglais
| Foinse |
Ceanglas |
3. Caighdeáin ghaolmhara
Caighdeáin
| Foinse |
Ceanglas |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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