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)

Rows
010
TOTAL POSITIONS IN COMMODITIES

Positions in commodities and their correspondent own funds requirements for market risk calculated in accordance with point (c)(iii) of Article 92(3) CRR and Chapter 4 of Title IV of Part Three CRR

020-060
POSITIONS BY CATEGORY OF COMMODITY

For reporting purposes, commodities shall be grouped in the four groups of commodities referred to in Table 2 of Article 361 CRR.

070
MATURITY LADDER APPROACH

Positions in commodities subject to the maturity ladder approach referred to in Article 359 CRR

080
EXTENDED MATURITY LADDER APPROACH

Positions in commodities subject to the extended maturity ladder approach referred to in Article 361 CRR

090
SIMPLIFIED APPROACH

Positions in commodities subject to the simplified approach referred to in Article 360 CRR

100-140
ADDITIONAL REQUIREMENTS FOR OPTIONS (NON-DELTA RISKS)

Article 358(4) CRR

The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation.]