ANNEX I Table 28: rows 1 - 51
| [F1C 22.00 — MARKET RISK: STANDARDISED APPROACHES FOR FOREIGN EXCHANGE RISK (MKR SA FX) | ||||||||||
| [F1ALL POSITIONS | NET POSITIONS | POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in currencies subject to special treatment for matched positions) | OWN FUNDS REQUIREMENTS | TOTAL RISK EXPOSURE AMOUNT | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| LONG | SHORT | LONG | SHORT | LONG | SHORT | MATCHED | ||||
| 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | ||
| 010 | TOTAL POSITIONS IN NON-REPORTING CURRENCIES | Cell linked to CA | ||||||||
| 020 | Currencies closely correlated | |||||||||
| 030 | All other currencies (including CIUs treated as different currencies) | |||||||||
| 040 | Gold | |||||||||
| 050 | Additional requirements for options (non-delta risks) | |||||||||
| 060 | Simplified method | |||||||||
| 070 | Delta plus approach - additional requirements for gamma risk | |||||||||
| 080 | Delta plus approach - additional requirements for vega risk | |||||||||
| 090 | Scenario matrix approach | |||||||||
| BREAKDOWN OF TOTAL POSITIONS (REPORTING CURRENCY INCLUDED) BY EXPOSURE TYPES | ||||||||||
| 100 | Other assets and liabilities other than off-balance sheet items and derivatives | |||||||||
| 110 | Off-balance sheet items | |||||||||
| 120 | Derivatives | |||||||||
| Memorandum items: CURRENCY POSITIONS | ||||||||||
| 130 | Euro | |||||||||
| 140 | Lek | |||||||||
| 150 | Argentine Peso | |||||||||
| 160 | Australian Dollar | |||||||||
| 170 | Brazilian Real | |||||||||
| 180 | Bulgarian Lev | |||||||||
| 190 | Canadian Dollar | |||||||||
| 200 | Czech Koruna | |||||||||
| 210 | Danish Krone | |||||||||
| 220 | Egyptian Pound | |||||||||
| 230 | Pound Sterling | |||||||||
| 240 | Forint | |||||||||
| 250 | Yen | |||||||||
| 270 | Lithuanian Litas | |||||||||
| 280 | Denar | |||||||||
| 290 | Mexican Peso | |||||||||
| 300 | Zloty | |||||||||
| 310 | Rumanian Leu | |||||||||
| 320 | Russian Ruble | |||||||||
| 330 | Serbian Dinar | |||||||||
| 340 | Swedish Krona | |||||||||
| 350 | Swiss Franc | |||||||||
| 360 | Turkish Lira | |||||||||
| 370 | Hryvnia | |||||||||
| 380 | US Dollar | |||||||||
| 390 | Iceland Krona | |||||||||
| 400 | Norwegian Krone | |||||||||
| 410 | Hong Kong Dollar | |||||||||
| 420 | New Taiwan Dollar | |||||||||
| 430 | New Zealand Dollar | |||||||||
| 440 | Singapore Dollar | |||||||||
| 450 | Won | |||||||||
| 460 | Yuan Renminbi | |||||||||
| 470 | Other | ] | ||||||||
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2015/227 of 9 January 2015 amending Implementing Regulation (EU) No 680/2014 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).