+Article 280b 1.

Article 280b 1.

For the purposes of Article 278, institutions shall calculate the foreign exchange risk category add-on for a given netting set as follows:

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where:

AddOnFX

=

the foreign exchange risk category add on;

j

=

the index that denotes the foreign exchange risk hedging sets established in accordance with point (b) of Article 277a(1) and with Article 277a(2) for the netting set; and

image

=

the foreign exchange risk category add-on for hedging set j calculated in accordance with paragraph 2.

1. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde