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eba_tC_21.00 - C 21.00 (MKR SA EQU)

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C 21.00

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Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:BG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CZ	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:DK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:PL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:SE	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:GB	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:AL	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:JP	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:MK	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RU	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:RS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:CH	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:TR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:UA	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:US	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:NO	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:EG	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:IS	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:LI	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x5	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:HR	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

C 21.00

All positions

Net positions

Positions subject to capital charge

Own funds requirements

Total risk exposure amount

Long

Short

Long

Short

010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi255	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi256	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi259	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi184	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PRP	eba_PL:x51	y

concept	eba_met:mi235	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:PRP	eba_PL:x51	y

EQUITIES IN TRADING BOOK

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x43	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

General risk

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Derivatives

021

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x99	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other assets and liabilities

022

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x157	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Exchange traded stock-index futures broadly diversified subject to particular approach

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x178	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Other equities than exchange traded stock-index futures broadly diversified

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x5	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x260	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x13	y

Specific risk

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x7	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x15	y

Other non-delta risks for options

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x11	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Simplified method

100

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x61	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for gamma risk

110

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x62	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Delta plus approach - additional requirements for vega risk

120

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x63	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

Scenario matrix approach

130

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x64	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:CMA	eba_GA:x31	z
eba_dim:MCY	eba_MC:x256	y
eba_dim:PRP	eba_PL:x51	y
eba_dim:TRI	eba_TR:x14	y