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Constraints

Constraints DPM Map

DPM Map

eba_tC_21.00 - C 21.00 (MKR SA EQU)

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130

C 21.00

		All positions		Net positions		Positions subject to capital charge	Own funds requirements	Total risk exposure amount
		Long	Short	Long	Short
		0010	0020	0030	0040	0050	0060	0070

EQUITIES IN TRADING BOOK	0010
General risk	0020
Derivatives	0021
Other assets and liabilities	0022
Exchange traded stock-index futures broadly diversified subject to particular approach	0030
Other equities than exchange traded stock-index futures broadly diversified	0040
Specific risk	0050
Additional requirements for options (non-delta risks)	0090
Simplified method	0100
Delta plus approach - additional requirements for gamma risk	0110
Delta plus approach - additional requirements for vega risk	0120
Delta plus approach - non-continuous options and warrants	0125
Scenario matrix approach	0130