Annex 2: Debt securities: risk weights
Annex 3: Debt securities: horizontal offsetting
Annex 4: Debt securities: sample calculation
Annex 6: Summary of proposed treatment of interest rate derivatives
Annex 7: Equities: illustration of x plus y methodology
Annex 8: Summary of proposed treatment of equity derivatives
Annex 9: Example of the shorthand measure of foreign exchange risk
Annex 1
Glossary
Annex 5
Debt securities and equities: alternative treatment for options