In the money and SREP: Difference between pages

Revision as of 20:48, 13 August 2016

European Union (EU).

Supervisory Review and Evaluation Process.

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-(ITM).
+''European Union (EU).''
-.
+Supervisory Review and Evaluation Process.
-An option is in the money for the holder when immediate exercise of the option would result in a gain for the option holder.
+==See also==
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+* [[European Banking Authority]]
+* [[ICAAP]]
-A derivative such as a swap is in the money when, for example, the swap rate is favourable compared with the current market rate, so that the net present value of the derivative is positive.
+* [[ILAAP
+* [[Liquidity risk]]
+* [[Pillar 2]]
-== See also ==
+* [[TSCR]]
-* [[At the money]]
-* [[Out of the money]]