+Article 280b 2.

Article 280b 2.

Institutions shall calculate the foreign exchange risk category add-on for hedging set j as follows:

image

where:

єj

=

the hedging set supervisory factor coefficient of hedging set j determined in accordance with Article 280;

SFFX

=

the supervisory factor for the foreign exchange risk category with a value equal to 4 %;

image

=

the effective notional amount of hedging set j calculated as follows:

image

where:

l

=

the index that denotes the risk position.

1. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde