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Commission Implementing Regulation (EU) No 680/2014Show full title
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)
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- Regulations originating from the EU
- 2014 No. 680
- ANNEX I
- Annex I Table 1
- ANNEX I Table 36:...
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- Revised 01/06/202027.32 MB
- Revised 01/12/201819.94 MB
- Revised 01/03/201819.40 MB
- Revised 01/01/201818.30 MB
- Revised 01/12/201616.46 MB
- Revised 10/09/201616.23 MB
- Revised 20/04/201614.70 MB
- Revised 25/03/20169.95 MB
- Revised 01/06/20159.09 MB
- Revised 21/02/20159.02 MB
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Changes over time for: ANNEX I Table 36: rows 1 - 17
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Commission Implementing Regulation (EU) No 680/2014, ANNEX I Table 36: rows 1 - 17 is up to date with all changes known to be in force on or before 06 November 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
EUR 2014 No. 680 may be subject to amendment by EU Exit Instruments made by both the Prudential Regulation Authority and the Financial Conduct Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
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ANNEX I Table 36: rows 1 - 17
| [F1 [F2C 21.00 — MARKET RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES (MKR SA EQU) | ||||||||
| National market: | ||||||||
| [F1 [F2POSITIONS | 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 | |||||||
| 080 | Particular approach for position risk in CIUs | |||||||
| 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 | |||||||
| 130 | Scenario matrix approach | ] ] | ||||||
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).
F2 Substituted by Commission Implementing Regulation (EU) 2015/1278 of 9 July 2015 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions as regards instructions, templates and definitions (Text with EEA relevance).
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