+Artikolu 383d 2.

Artikolu 383d 2.

Il-fatturi tar-riskju vega tal-kambju li għandhom jiġu applikati mill-istituzzjonijiet għal strumenti f'portafoll ta' CVA sensittivi għall-volatilità tal-kambju għandhom ikunu l-volatilitajiet implikati tar-rati tal-kambju bejn il-muniti akkoppjati msemmija fil-paragrafu 1. Għandu jkun hemm bucket wieħed għall-muniti u għall-maturitajiet kollha, li jkun fih il-fatturi kollha tar-riskju vega tal-kambju u sensittività netta waħda.

1. Ħarsa ġenerali

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1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

Rekwiżiti

3. Standards relatati

Standards
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