Question
Could an A-IMA eligible Trading desk have trading and banking book positions segregated in different portfolios within the same desk, given that non-trading book positions are carve-out from A-IMA calculations?
Background on the question
Article 325az par. 2 of CRR2 prescribes that all positions in an A-IMA Trading desk should be included in the market risk capital requirements calculation. However, it could be possible that a trading desk holds non trading book positions, such as funding instruments.
Answer
This question has been rejected because the question is not sufficiently clear, or has not sufficiently identified a provision of a legal framework covered by this tool that creates uncertainty and for which an explanation is merited in terms or practical implementation or application.The Single Rule Book Q&A tool has been established to provide explanations and non-binding interpretations on questions relating to the practical application or implementation of the provisions of legislative acts referred to in Article 1(2) of the EBA’s founding Regulation, as well as associated delegated and implementing acts, and guidelines and recommendations, adopted under these legislative acts.For further information on the purpose of this tool and on how to submit questions, please see 'Additional background and guidance for asking questions'.