Index
Constraints
DPM Mapboe_tSR808.02.08.02 - SR808.02.08.02 - Part 2: Collateral required for derivative transactions entered into as part of risk management (article 6(3)(b))
| SR808.02.08.02 | |||||
| Carrying amount | |||||
| Bought | Sold | ||||
| Average daily value | Peak daily value | Average daily value | Peak daily value | ||
| 010 | 020 | 030 | 040 | ||
| Collateral related to transactions to hedge | 010 | ||||
| Changes in interest rates | 060 | ||||
| Changes in exchange rates | 070 | ||||
| Changes in commodity prices | 080 | ||||
| Changes in any index of retail prices | 090 | ||||
| Changes in any index of residential property prices | 100 | ||||
| Changes in any index of commercial property prices | 110 | ||||
| Changes in any index of price of shares | 120 | ||||
| Default risk | 130 | ||||
| Liquidity risk | 140 | ||||
| TOTAL | 150 | ||||