Index
Constraints
DPM Mapeba_tC_11.00 - C 11.00 (CR SETT)
| C 11.00 | |||||
| Unsettled transactions at settlement price | Price difference exposure due to unsettled transactions | Own funds requirements | Total settlement risk exposure amount | ||
| 010 | 020 | 030 | 040 | ||
| Total unsettled transactions in the Non-trading Book | 010 | ||||
| Transactions unsettled up to 4 days (Factor 0%) | 020 | ||||
| Transactions unsettled between 5 and 15 days (Factor 8%) | 030 | ||||
| Transactions unsettled between 16 and 30 days (Factor 50%) | 040 | ||||
| Transactions unsettled between 31 and 45 days (Factor 75%) | 050 | ||||
| Transactions unsettled for 46 days or more (Factor 100%) | 060 | ||||
| Total unsettled transactions in the Trading Book | 070 | ||||
| Transactions unsettled up to 4 days (Factor 0%) | 080 | ||||
| Transactions unsettled between 5 and 15 days (Factor 8%) | 090 | ||||
| Transactions unsettled between 16 and 30 days (Factor 50%) | 100 | ||||
| Transactions unsettled between 31 and 45 days (Factor 75%) | 110 | ||||
| Transactions unsettled for 46 days or more (Factor 100%) | 120 | ||||