- 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
- General requirements
- 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
- Applicable requirements
- Also see