IF_CLASS2 IF CLASS2 - DPM module | DPM Navigator

IF_CLASS2 IF CLASS2 - DPM moduleDPM module IF_CLASS2 IF CLASS2: 38 tables in DPM release 4.4, including C_18.00, C_19.00, C_20.00, C_21.00, C_22.00, C_23.00.

C_18.00 Market risk: Standardised Approach for traded debt instruments

C_19.00 Market risk: Standardised Approach for specific risk in securitisations

C_20.00 Market risk: Standardised Approach for specific risk in the correlation trading portfolio

C_21.00 Market risk: Standardised Approach for position risk in equities

C_22.00 Market risk: Standardised Approaches for foreign exchange risk

C_23.00 Market risk: Standardised Approach for position risk in commodities

C_24.00 Market risk: Internal models - Total

C_25.01.a CREDIT VALUATION ADJUSTMENT RISK (CVA)

C_25.01.b CREDIT VALUATION ADJUSTMENT RISK (CVA)

C_34.02.a CCR exposures by approach (CCR 2) .a

C_34.02.b CCR exposures by approach (CCR 2) .b

I_01.00 Own funds composition

I_02.01 Own funds requirements

I_02.02 Capital ratios

I_03.00 Fixed overheads requirements calculation

I_04.00 K-Factor requirement calculations

I_05.00 Level of activity - Thresholds review

I_06.01 Assets under management - AUM additional detail

I_06.02 Average value of total monthly AUM

I_06.03 Client money held - CMH additional detail

I_06.04 Average value of total daily CMH

I_06.05 Assets safeguarded and administered - ASA additional detail

I_06.06 Average value of total daily ASA

I_06.07 Client orders handled - COH additional detail

I_06.08 Average value of total daily COH

I_06.09 K-Net position risk - K-NPR additional detail

I_06.10 Clearing Margin given - CMG additional detail

I_06.11 Trading counterparty default - TCD additional detail

I_06.12 Daily trading flow - DTF additional detail

I_06.13 Average value of total daily DTF

I_07.00 K-CON - additional detail

I_08.01 Level of concentration risk - Client money held

I_08.02 Level of concentration risk - Assets seafeguarded and administered

I_08.03 Level of concentration risk -Total own cash deposited

I_08.04 Level of concentration risk - Total earnings

I_08.05 Trading book exposures

I_08.06 Non-trading book and off-balance sheet items

I_09.00 Liquidity requirements

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