Index
Constraints
DPM Mapeba_tC_107.01.a - C 107.01.a
| C 107.01.a | ||
| Option | ||
| 010 | ||
| VaR | 005 | |
| Methodology | 010 | |
| Computation of 10 day Horizon | 020 | |
| Length of observation period | 030 | |
| Data Weighting | 040 | |
| Backtesting add-on | 050 | |
| Regulatory add-on | 060 | |
| SVaR | 065 | |
| Methodology | 070 | |
| Computation of 10 day Horizon | 080 | |
| Regulatory add-on | 090 | |