‹ CA-12.4.2 CA-13.1 Introduction › CA-13 Market Risk — Treatment of Options — (STA) CA-13.1 Introduction CA-13.1.1 CA-13.1.2 CA-13.1.3 CA-13.2 Simplified Approach (Carve-out) CA-13.2.1 CA-13.2.2 CA-13.3 Delta-plus Method (Buffer Approach) CA-13.3.1 CA-13.3.2 Treatment of Delta Where the Underlying is a Debt Security or an Interest Rate Where the Underlying is an Equity Instrument Options on Foreign Exchange and Gold Positions Options on Commodities Calculation of the Gamma and Vega Buffers CA-13.4 Scenario Approach CA-13.4.1 CA-13.4.2 CA-13.4.3 CA-13.4.4 CA-13.4.5 CA-13.4.6 CA-13.4.7 CA-13.4.8 CA-13.4.9 CA-13.4.10 CA-13.4.11 CA-13.4.12 ‹ CA-12.4.2 CA-13.1 Introduction ›