+Article 3 8

Article 3 8

8.   When calculating the aggregate change for each interest rate shock scenario, institutions shall add together any negative and positive changes occurring in each currency. Currencies other than the reporting currency shall be converted to the reporting currency at the European Central Bank spot FX rate on the reference date. Positive changes shall be weighted by a factor of 50 % or a factor of 80 % in the case of Exchange Rate Mechanism – ERM II currencies with a formally agreed fluctuation band narrower than the standard band of +/– 15 %. Weighted gains shall be recognised up to the greater of (a) the absolute value of negative changes in EUR or ERM II currencies and (b) the result of applying a factor of 50 % to the positive changes of ERM II currencies or EUR, respectively.

1. Przegląd

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Tytuł Regulacja

1.1 Odwołania

1.2 Zidentyfikowane wymagania

1.3 Powiązane normy

2. Zidentyfikowane wymagania

Wymagania
Źródło Wymaganie

3. Powiązane normy

Normy
Źródło Wymaganie