+191. As a minimum, competent authorities should consider: a. the investment firm’s market …

191. As a minimum, competent authorities should consider: a. the investment firm’s market …

As a minimum, competent authorities should consider:

  • a. the investment firm’s market activities, business lines and products;
  • b. the main strategy of the market risk portfolio within the trading book and the risk appetite in market activities;
  • c. the relative weight of trading book positions in terms of total assets, changes over time and the investment firm’s strategy for these positions, if available;
  • d. the relative weight of net gains on market positions in total operating income; and
  • e. the own funds requirement for Risk-to-Market compared to the total own funds requirement, including the historical change in this figure and forecasts, if available.

1. Pārskats

,
Nosaukums Regulējums

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

Prasības
Avots Prasība

3. Saistītie standarti

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