Chapter 2 Own funds requirements for position risk (arts. 326-350)

Section 1 General provisions and specific instruments (arts. 326-333)
Applicable
Article 326 Own funds requirements for position risk
Applicable
Article 327 Netting
Applicable
Article 328 Interest rate futures and forwards
Applicable
Article 329 Options and warrants
Applicable
Article 330 Swaps
Applicable
Article 331 Interest rate risk on derivative instruments
Applicable
Article 332 Credit Derivatives
Applicable
Article 333 Securities sold under a repurchase agreement or lent
Section 2 Debt instruments (arts. 334-340)
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Article 334 Net positions in debt instruments
Sub-section 1 Specific risk (arts. 335-338)
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Article 335 Cap on the own funds requirement for a net position
Applicable
Article 336 Own funds requirement for non-securitisation debt instruments
Amended
Article 337 Own funds requirement for securitisation instruments
Applicable
Article 338 Own funds requirement for the correlation trading portfolio
Sub-section 2 General risk (arts. 339-340)
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Article 339 Maturity-based calculation of general risk
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Article 340 Duration-based calculation of general risk
Section 3 Equities (arts. 341-344)
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Article 341 Net positions in equity instruments
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Article 342 Specific risk of equity instruments
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Article 343 General risk of equity instruments
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Article 344 Stock indices
Section 4 Underwriting (art. 345)
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Article 345 Reduction of net positions
Section 5 Specific risk own funds requirements for positions hedged by credit derivatives (arts. 346-347)
Applicable
Article 346 Allowance for hedges by credit derivatives
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Article 347 Allowance for hedges by first and nth-to default credit derivatives
Section 6 Own funds requirements for CIUs (arts. 348-350)
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Article 348 Own funds requirements for CIUs
Applicable
Article 349 General criteria for CIUs
Applicable
Article 350 Specific methods for CIUs