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Annex II Conversion methodologies for derivative instruments

United Kingdom

Original text. Later amendments are not shown.

  1. 1The following conversion methods shall be applied to the non-exhaustive list below of standard derivatives:
  2. 2The following conversion methods shall be applied to the non-exhaustive list below of financial instruments which embed derivatives:
  3. 3List of examples of non-standard derivatives with the related commitment methodology being used:
  4. 4Barrier (knock-in knock-out) options