Commission Implementing Regulation (EU) No 680/2014Dangos y teitl llawn

Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance)

C 11.00 — SETTLEMENT/DELIVERY RISK (CR SETT)

ANNEX I Table 17: rows 1 - 14

UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS OWN FUNDS REQUIREMENTS TOTAL SETTLEMENT RISK EXPOSURE AMOUNT
010020030040
010 Total unsettled transactions in the Non-trading BookCell linked to CA
020Transactions unsettled up to 4 days (Factor 0 %)
030Transactions unsettled between 5 and 15 days (Factor 8 %)
040Transactions unsettled between 16 and 30 days (Factor 50 %)
050Transactions unsettled between 31 and 45 days (Factor 75 %)
060Transactions unsettled for 46 days or more (Factor 100 %)
070 Total unsettled transactions in the Trading BookCell linked to CA
080Transactions unsettled up to 4 days (Factor 0 %)
090Transactions unsettled between 5 and 15 days (Factor 8 %)
100Transactions unsettled between 16 and 30 days (Factor 50 %)
110Transactions unsettled between 31 and 45 days (Factor 75 %)
120Transactions unsettled for 46 days or more (Factor 100 %)