‹ Summary of Treatment of Equity Derivatives CA-11.1 Introduction › CA-11 Market Risk — Foreign Exchange Risk — (STA) CA-11.1 Introduction CA-11.1.1 CA-11.1.2 CA-11.1.3 CA-11.1.4 CA-11.1.5 CA-11.1.6 CA-11.1.7 CA-11.2 De Minimis Exemptions CA-11.2.1 CA-11.2.1A CA-11.2.2 CA-11.2.3 CA-11.3 Calculation of Net Open Positions CA-11.3.1 CA-11.3.2 CA-11.3.3 CA-11.3.4 CA-11.3.5 CA-11.3.6 Structural Positions Derivatives CA-11.4 Calculation of the Overall Net Open Positions CA-11.4.1 CA-11.4.2 CA-11.5 Calculation of the Capital Charge CA-11.5.1 CA-11.5.2 Example of the Calculation of the Foreign Exchange Overall Net Open Position and the Capital Charge ‹ Summary of Treatment of Equity Derivatives CA-11.1 Introduction ›