Legislation

Analysis index

T

• Telephone banking Circular 8/1990.5.ª2   
• The charity and social work area of savings banks Circular 1/1981   
• Trading Portfolio Risk 
  See details
  • Calculation of capital requirements 3/2008.86ª a 94ª   
  • General aspects 
    • Applicable requirements 
      • General requirements 
        • Inclusion in the trading portfolio of investments in insurance and finance institutions and subordinated debt 3/2008.84ª.4   
        • Inclusion in the trading portfolio of term transactions with repurchase agreements associated with trading 3/2008.84ª.5   
        • Internal audit on policies and procedures: Minimum contents set by the BE 3/2008.84ª.3   
        • Policies and procedures for overall management of the trading portfolio: Minimum contents stipulated by the BE 3/2008.84.2 b)   
        • Positions or portfolios held for trading 3/2008.84ª. 2   
      • Requirements concerning the valuation process: Specification by the BE 
        • Application of all the trading portfolio positions 3/2008.84ª.7   
        • Daily valuation of positions at market prices 3/2008.84ª.8.9.   
        • Existence of adequate systems and controls 3/2008.84ª.6   
        • Independent verification of prices 3/2008.84ª.11   
        • Procedures for calculating valuation adjustments/reserves 3/2008.84ª.12.13   
        • Use of other valuation models based on extrapolations, references or other market-based calculations 3/2008.84ª.10   
        • Valuation performed by third parties or use of other valuation models 3/2008.84ª.14   
    • Calculation methods: Decided by the BE 3/2008.71.1,86ª a 94ª   
    • Capital requirements due to trading portfolio risks 
      • Component elements 3/2008.85ª.1   
      • General risk and specific risk 3/2008.85.2   
    • Scope 
      • Calculation of own requirements 3/2008.82ª.1   
      • Regime not applicable: Requirements 3/2008.82ª.2.3   
    • Trading portfolio make-up 
      • Integration of the trading portfolio 3/2008.83ª.1   
      • Intention to trade 3/2008.83ª.2.3   
      • Internal hedges: BE requirements 3/2008.83ª.1   
  • Also see  
    • "Internal Models Approach (Trading Portfolio Risk)" 
    • "Price Risk (Trading Portfolio Risk)" 
    • "Settlement and Delivery Risk (Trading Portfolio Risk)"