If the sum of the regulatory adjustments exceeds date the amount reported in row 63 the excess should be reported in row 61 (ie the regulatory adjustments reported in row 64 must not exceed the capital reported in this row). [...] If the sum of the regulatory date adjustments exceeds the amount reported in row 68 the excess should be reported in row 64 (ie the regulatory adjustments reported in this row must not exceed the capital reported in row 68). [...] The deductions in other rows are measured on a net long basis (ie the gross long position net of short positions in the same underlying exposure where the maturity of the short position either matches the maturity of the long position or has a residual maturity of at least one year). [...] The amount reported application of the caps here should be subject to recognition as a result of the described in the penultimate application of the penultimate and antepenultimate paragraph of Section 11 of the paragraphs of Section 11 of the TLAC term sheet. [...] 15 C of which: amount eligible as The amount reported in row 14 above after the application TLAC after application of the of the 2.5% and 3.5% caps set out in the penultimate caps in the penultimate paragraph of Section 11 of the TLAC term sheet.
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- Pages
- 143
- Published in
- Switzerland