Index
Constraints
DPM Mapeba_tC_107.01.a - C 107.01.a
| C 107.01.a | ||
| Option | ||
| 0010 | ||
| VaR | 0005 | |
| Methodology | 0010 | |
| Computation of 10-day horizon | 0020 | |
| Length of observation period | 0030 | |
| Data Weighting | 0040 | |
| Backtesting add-on | 0050 | |
| VaR regulatory add-on | 0060 | |
| SVaR | 0065 | |
| Methodology | 0070 | |
| Computation of 10-day horizon | 0080 | |
| SVaR regulatory add-on | 0090 | |
| Stressed VaR period | 0100 | |