1. Competent authorities may allow the inclusion in the IRC of listed equity positions and …

Competent authorities may allow the inclusion in the IRC of listed equity positions and derivatives positions based on listed equity subject to the following conditions:

• i. the related positions in equity and credit instruments are jointly managed by an identified trading unit (e.g. arbitrage between convertible bonds and equity);
• ii. procedures for the measurement and management of joint credit and equity risk are in place for the relevant trading unit; and
• iii. all equity positions of the relevant trading unit are included, in order to avoid cherry-picking.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.