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Analysis Index

Telephone bankingCircular Circular 8/1990.5.ª2
The charity and social work area of savings banksCircular Circular 1/1981
Trading Portfolio Risk
- Calculation of capital requirements3/2008.86ª a 94ª
- General aspects
  - Applicable requirements
    - General requirements
      - Inclusion in the trading portfolio of investments in insurance and finance institutions and subordinated debt3/2008.84ª.4
      - Inclusion in the trading portfolio of term transactions with repurchase agreements associated with trading3/2008.84ª.5
      - Internal audit on policies and procedures: Minimum contents set by the BE3/2008.84ª.3
      - Policies and procedures for overall management of the trading portfolio: Minimum contents stipulated by the BE3/2008.84.2 b)
      - Positions or portfolios held for trading3/2008.84ª. 2
    - Requirements concerning the valuation process: Specification by the BE
      - Application of all the trading portfolio positions3/2008.84ª.7
      - Daily valuation of positions at market prices3/2008.84ª.8.9.
      - Existence of adequate systems and controls3/2008.84ª.6
      - Independent verification of prices3/2008.84ª.11
      - Procedures for calculating valuation adjustments/reserves3/2008.84ª.12.13
      - Use of other valuation models based on extrapolations, references or other market-based calculations3/2008.84ª.10
      - Valuation performed by third parties or use of other valuation models3/2008.84ª.14
  - Calculation methods: Decided by the BE3/2008.71.1,86ª a 94ª
  - Capital requirements due to trading portfolio risks
    - Component elements3/2008.85ª.1
    - General risk and specific risk3/2008.85.2
  - Scope
    - Calculation of own requirements3/2008.82ª.1
    - Regime not applicable: Requirements3/2008.82ª.2.3
  - Trading portfolio make-up
    - Integration of the trading portfolio3/2008.83ª.1
    - Intention to trade3/2008.83ª.2.3
    - Internal hedges: BE requirements3/2008.83ª.1
- Also see