+Article 280f 2.

Article 280f 2.

Institutions shall calculate the other risks category add-on for hedging set j as follows:

image

where:

image

=

the other risks category add-on for hedging set j;

єj

=

the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280; and

SFOther

=

the supervisory factor for the other risk category with a value equal to 8 %;

image

=

the effective notional amount of hedging set j calculated as follows:

image

where:

l

=

the index that denotes the risk position.

1. Áttekintés

,

1.1 Hivatkozások

1.2 Azonosított követelmények

1.3 Kapcsolódó szabványok

2. Azonosított követelmények

Követelmények

3. Kapcsolódó szabványok

Szabványok