Taxonomy Viewer

C 23.00

		All positions		Net positions		Positions subject to capital charge	Capital requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

TOTAL POSITIONS IN COMMODITIES	0010
Precious metals (except gold)	0020
Base metals	0030
Agricultural products (softs)	0040
Others	0050
Of which energy products (oil, gas)	0060
Maturity ladder approach	0070
Extended maturity ladder approach	0080
Simplified approach: All positions	0090
Additional requirements for options (non-delta risks)	0100
Simplified method	0110
Delta plus approach - additional requirements for gamma risk	0120
Delta plus approach - additional requirements for vega risk	0130
Delta plus approach - non-continuous options and warrants	0135
Scenario matrix approach	0140