Index
Constraints
DPM Mapeba_tC_22.00 - C 22.00 (MKR SA FX)
| C 22.00 | ||||||||||
| All positions | Net positions | POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in currencies subject to special treatment for matched positions) | Own funds requirements | Total risk exposure amount | ||||||
| Long | Short | Long | Short | Long | Short | Matched | ||||
| 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | ||
| TOTAL POSITIONS IN NON-REPORTING CURRENCIES | 010 | |||||||||
| Currencies closely correlated | 020 | |||||||||
| All other currencies (including CIUs treated as different currencies) | 030 | |||||||||
| Gold | 040 | |||||||||
| Other non-delta risks for currency options | 050 | |||||||||
| Simplified method | 060 | |||||||||
| Delta plus approach - additional requirements for gamma risk | 070 | |||||||||
| Delta plus approach - additional requirements for vega risk | 080 | |||||||||
| Scenario matrix approach | 090 | |||||||||
| BREAKDOWN OF TOTAL POSITIONS (REPORTING CURRENCY INCLUDED) BY EXPOSURE TYPES | 095 | |||||||||
| Other assets and liabilities other than off-balance sheet items and derivatives | 100 | |||||||||
| Off-balance sheet items | 110 | |||||||||
| Derivatives | 120 | |||||||||
| Memorandum items: CURRENCY POSITIONS | 125 | |||||||||
| Euro | 130 | |||||||||
| Lek | 140 | |||||||||
| Argentine Peso | 150 | |||||||||
| Australian Dollar | 160 | |||||||||
| Brazilian Real | 170 | |||||||||
| Bulgarian Lev | 180 | |||||||||
| Canadian Dollar | 190 | |||||||||
| Czech Koruna | 200 | |||||||||
| Danish Krone | 210 | |||||||||
| Egyptian Pound | 220 | |||||||||
| Pound Sterling | 230 | |||||||||
| Forint | 240 | |||||||||
| Yen | 250 | |||||||||
| Lithuanian Litas | 270 | |||||||||
| Denar | 280 | |||||||||
| Mexican Peso | 290 | |||||||||
| Zloty | 300 | |||||||||
| Romanian Leu | 310 | |||||||||
| Russian Ruble | 320 | |||||||||
| Serbian Dinar | 330 | |||||||||
| Swedish Krona | 340 | |||||||||
| Swiss Franc | 350 | |||||||||
| Turkish Lira | 360 | |||||||||
| Hryvnia | 370 | |||||||||
| US Dollar | 380 | |||||||||
| Iceland Krona | 390 | |||||||||
| Norwegian Krone | 400 | |||||||||
| Hong Kong Dollar | 410 | |||||||||
| New Taiwan Dollar | 420 | |||||||||
| New Zealand Dollar | 430 | |||||||||
| Singapore Dollar | 440 | |||||||||
| Won | 450 | |||||||||
| Yuan Renminbi | 460 | |||||||||
| Other | 470 | |||||||||
| Croatian Kuna | 480 | |||||||||