Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tI_06.09 - I 06.09

I 06.09
K - factor requirement / amount
0010
Total standardised approach0010
Position risk0020
Equity instruments0030
Debt instruments0040
Of which: securitisations0050
Particular approach for position risk in CIUs0055
Foreign exchange risk0060
Commodities risk0070
Internal model approach0080

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