4.11 Components of capital requirements for market risk at large, systemically important banks
21 KB, PDF
Corresponding time series
| Time series | Description | Direct download | Data basket |
|---|---|---|---|
| BBQFS.Q.DE.OSII.CAPREQ_MKT_SA._X.0000 | Capital requirements for market risk of German large, systemically important banks - capital requirements from standardised approach (FSR 2019) |
CSV
SDMX-ML 2.0 SDMX-ML 2.1 |
|
| BBQFS.Q.DE.OSII.CAPREQ_MKT_VAR._X.0000 | Capital requirements for market risk of German large, systemically important banks - capital requirements from VaR (FSR 2019) |
CSV
SDMX-ML 2.0 SDMX-ML 2.1 |
|
| BBQFS.Q.DE.OSII.CAPREQ_MKT_SVAR._X.0000 | Capital requirements for market risk of German large, systemically important banks - capital requirements from stressed VaR (FSR 2019) |
CSV
SDMX-ML 2.0 SDMX-ML 2.1 |
|
| BBQFS.Q.DE.OSII.CAPREQ_MKT_IRC._X.0000 | Capital requirements for market risk of German large, systemically important banks - capital requirements from IRC (FSR 2019) |
CSV
SDMX-ML 2.0 SDMX-ML 2.1 |
|