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. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/