Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 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).
| [F1UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE | PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS | OWN FUNDS REQUIREMENTS | TOTAL SETTLEMENT RISK EXPOSURE AMOUNT | ||
|---|---|---|---|---|---|
| 010 | 020 | 030 | 040 | ||
| 010 | Total unsettled transactions in the Non-trading Book | Cell linked to CA | |||
| 020 | Transactions unsettled up to 4 days (Factor 0 %) | ||||
| 030 | Transactions unsettled between 5 and 15 days (Factor 8 %) | ||||
| 040 | Transactions unsettled between 16 and 30 days (Factor 50 %) | ||||
| 050 | Transactions unsettled between 31 and 45 days (Factor 75 %) | ||||
| 060 | Transactions unsettled for 46 days or more (Factor 100 %) | ||||
| 070 | Total unsettled transactions in the Trading Book | Cell linked to CA | |||
| 080 | Transactions unsettled up to 4 days (Factor 0 %) | ||||
| 090 | Transactions unsettled between 5 and 15 days (Factor 8 %) | ||||
| 100 | Transactions unsettled between 16 and 30 days (Factor 50 %) | ||||
| 110 | Transactions unsettled between 31 and 45 days (Factor 75 %) | ||||
| 120 | Transactions unsettled for 46 days or more (Factor 100 %) | ] | |||