Positions in the instrument | Defines the position (long/short) taken in the instrument, as well as the aggregation level related to the market risk capital requirement calculations (gross/net). |
| Positions in the instrument - Defines the position (long/short) taken in the instrument, as well as the aggregation level related to the market risk capital requirement calculations (gross/net). |
| x1 - Long position (Reports:C 14.01; C 18.00; C 19.00; C 20.00; C 21.00; C 22.00; C 23.00; C 24.00; C 34.01.a; C 91.00; ) |
| x2 - Matched position (Reports:C 22.00; ) |
| x4 - Short position (Reports:C 14.01; C 18.00; C 19.00; C 20.00; C 21.00; C 22.00; C 23.00; C 24.00; C 34.01.a; C 91.00; ) |
| C 14.01 | CR SEC Details - (CR SEC Details) Detailed information on securitisations by approach |
| C 18.00 | MKR SA TDI - Market risk: Standardised Approach for traded debt instruments |
| C 19.00 | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio |
| C 21.00 | MKR SA EQU - Market risk: Standardised Approach for position risk in equities |
| C 22.00 | MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk |
| C 23.00 | MKR SA COM - Market risk: Standardised Approach for position risk in commodities |
| C 24.00 | MKR IM 1 - Market risk: Internal models - Total |
| C 34.01.a | Size of the derivative business (CCR 1) (I) |
| C 91.00 | Alternative Standardised Approach: Summary (MKR ASA SUM) |