EBU Single Rulebook Q&A 10 February 2014 2014_829 C21 Additional requirements for options (non-delta risks) : reporting requirements
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European Union · · · 05-09-2014
In the report C21, the taxonomy, accordingly with the ITS last functional XLS templates allows the row 090 to be fed for other column that capital requirements. But, this seems very strange from some of our customers as in all other Market risk templates ( ie. MKR SA COM, MKR SA FX) this row must only be fed for the column "Own fund requirements". => In the report C21.
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