Taxonomy Viewer


	Browse through 12,486,109 XBRL objects!
	Taxonomy Viewer
	Home	Info	Statistics	Feedback	XBRL Model Project

Index

Constraints

Constraints DPM Map

DPM Map

eba_tC_21.00 - C 21.00 (MKR SA EQU)

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130

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

EQUITIES IN TRADING BOOK	010
General risk	020
Derivatives	021
Other assets and liabilities	022
Exchange traded stock-index futures broadly diversified subject to particular approach	030
Other equities than exchange traded stock-index futures broadly diversified	040
Specific risk	050
Other non-delta risks for options	090
Simplified method	100
Delta plus approach - additional requirements for gamma risk	110
Delta plus approach - additional requirements for vega risk	120
Scenario matrix approach	130