Index IndexConstraints ConstraintsDPM Map DPM Map

srb_tf_02.c - Section C. Adjustment of liabilities arising from derivative contracts (excluding credit derivatives)

Value
1
Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology2C1
Accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) booked on-balance sheet, when applicable2C2
Accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) held off-balance sheet, when applicable 2C3
Total accounting value of liabilities arising from all derivative contracts (excluding credit derivatives) (automatic - not to be filled in)2C4
Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology after floor (automatic - not to be filled in)2C5
Total liabilities after adjustment of liabilities arising from all derivative contracts (excluding credit derivatives) (automatic - not to be filled in)2C6

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