[F1 ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

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).

C 21.00 – MARKET RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES (MKR SA EQU)

National market:

ANNEX I Table 28: rows 1 - 18

		[F1 POSITIONS					OWN FUNDS REQUIREMENTS	TOTAL RISK EXPOSURE AMOUNT
		ALL POSITIONS		NET POSITIONS		POSITIONS SUBJECT TO CAPITAL CHARGE
		LONG	SHORT
				LONG	SHORT
		010	020	030	040	050	060	070
010	EQUITIES IN TRADING BOOK							Cell linked to CA
020	General risk
021	Derivatives
022	Other assets and liabilities
030	Exchange traded stock-index futures broadly diversified subject to particular approach
040	Other equities than exchange traded stock-index futures broadly diversified
050	Specific risk
090	Additional requirements for options (non-delta risks)
100	Simplified method
110	Delta plus approach – additional requirements for gamma risk
120	Delta plus approach – additional requirements for vega risk
125	Delta plus approach – non-continuous options and warrants
130	Scenario matrix approach							]