+191. As a minimum, competent authorities should consider: a. the investment firm’s market …
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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
1.1 Atsauces
1.2 Identificētās prasības
1.3 Saistītie standarti
2. Identificētās prasības
3. Saistītie standarti
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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