Concentrated positions AVA Rank | Identifies an individual concentrated positions AVA that contributes to the total category level concentrated positions AVA computed in accordance with Article 14 of the Delegated Regulation (EU) 2016/101 on prudent valuation. Should follow the numerical order 1, 2, 3, etc, with 1 being assigned to the highest (in terms of AVA amount contributed to the total category level concentrated positions AVA) individual concentrated positions risk AVA, 2 to the second highest and so on. |