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eba_tC_23.00 - C 23.00 (MKR SA COM)

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C 23.00

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010

020

030

040

050

060

070

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

TOTAL POSITIONS IN COMMODITIES

010

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Precious metals (except gold)

020

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x430	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Base metals

030

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x159	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Agricultural products (softs)

040

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x158	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Others

050

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x161	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Of which energy products (oil, gas)

060

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x1	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PIN	eba_PI:x4	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x46	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCU	eba_MC:x160	y
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Maturity ladder approach

070

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x31	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x31	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x31	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x31	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x31	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x31	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x31	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Extended maturity ladder approach

080

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x23	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x23	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x23	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x23	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x23	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x23	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x23	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Simplified approach: All positions

090

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x41	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi255	x
eba_dim:APR	eba_AP:x41	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x41	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi256	x
eba_dim:APR	eba_AP:x41	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:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi259	x
eba_dim:APR	eba_AP:x41	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi184	x
eba_dim:APR	eba_AP:x41	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

concept	eba_met:mi235	x
eba_dim:APR	eba_AP:x41	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x156	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x12	y

Other non-delta risks for commodity options

100

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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	y

Simplified method

110

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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	y

Delta plus approach - additional requirements for gamma risk

120

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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	y

Delta plus approach - additional requirements for vega risk

130

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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	y

Scenario matrix approach

140

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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	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:x10	y
eba_dim:TRI	eba_TR:x12	y