Taxonomy Viewer

C 23.00

		All positions		Net positions		Positions subject to capital charge	Capital requirements	Total risk exposure amount
		Long	Short	Long	Short
		010	020	030	040	050	060	070

TOTAL POSITIONS IN COMMODITIES	010
Precious metals (except gold)	020
Base metals	030
Agricultural products (softs)	040
Others	050
Of which energy products (oil, gas)	060
Maturity ladder approach	070
Extended maturity ladder approach	080
Simplified approach: All positions	090
Other non-delta risks for commodity options	100
Simplified method	110
Delta plus approach - additional requirements for gamma risk	120
Delta plus approach - additional requirements for vega risk	130
Scenario matrix approach	140