+Artikolu 29 6.
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Artikolu 29 6.
Id-delta superviżorja tal-opzjonijiet u tas-swapzjonijiet tista’ tiġi kkalkolata mid-ditta tal-investiment stess, bl-użu ta’ mudell xieraq soġġett għall-approvazzjoni tal-awtoritajiet kompetenti. Il-mudell għandu jagħti stima tar-rata ta’ tibdil tal-valur tal-opzjoni fir-rigward ta’ tibdiliet żgħar fil-valur tas-suq tas-sottostanti. Għal tranżazzjonijiet għajr opzjonijiet u swapzjonijiet jew meta l-ebda mudell ma jkun ġie approvat mill-awtoritajiet kompetenti, id-delta għandha tkun 1.
1. Ħarsa ġenerali
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1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
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