| Rows |
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| 010 | TOTAL POSITIONS Corresponds to the part of position, foreign exchange and commodities risk referred to in Article 363(1) of CRR linked to the risk factors specified in Article 367(2) of CRR.
Concerning the columns 030 to 060 (VAR and Stress-VAR) the figures in the total row is not equal to the decomposition of the figures for the VAR/Stress-VAR of the relevant risk components. Hence the decomposition are memorandum items.
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| 020 | TRADED DEBT INSTRUMENTS Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the interest rates risk factors as specified in Article 367(2) of CRR.
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| 030 | TDI – GENERAL RISK General risk defined in Article 362 of CRR.
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| 040 | TDI – SPECIFIC RISK Specific risk defined in Article 362 of CRR.
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| 050 | EQUITIES Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the equity risk factors as specified in Article 367(2) of CRR.
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| 060 | EQUITIES – GENERAL RISK General risk defined in Article 362 of CRR.
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| 070 | EQUITIES – SPECIFIC RISK Specific risk defined in Article 362 of CRR.
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| 080 | FOREIGN EXCHANGE RISK Articles 363(1) and 367 (2) of CRR.
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| 090 | COMMODITY RISK Articles 363(1) and 367 (2) of CRR.
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| 100 | TOTAL AMOUNT FOR GENERAL RISK Market risk caused by general market movements of traded debt instruments, equities, foreign exchange and commodities. VAR for general risk of all risk factors (taking into account correlation effects if applicable).
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| 110 | TOTAL AMOUNT FOR SPECIFIC RISK Specific risk component of traded debt instruments and equities. VAR for specific risk of equities and traded debt instruments of trading book (taking into account correlation effects if applicable).]
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