вот пример из репорта моего банка:
Schedule RC-L - Derivatives and
Off-Balance Sheet Items
Dollar amounts in thousands (Column A) Guarantor (Column B)
Beneficiary
7. Credit derivatives: 7.
a. Notional amounts: 7.a.
1. Credit default
swaps.................................................................. RCONC968 0 RCONC969 0 7.a.1.
2. Total return
swaps...................................................................... RCONC970 0 RCONC971 0 7.a.2.
3. Credit options.............................................................................
RCONC972 0 RCONC973 0 7.a.3.
4. Other credit
derivatives.............................................................. RCONC974 0 RCONC975 0 7.a.4.
b. Gross fair values: 7.b.
1. Gross positive fair
value............................................................. RCONC219 0 RCONC221 0 7.b.1.
2. Gross
negative fair value........................................................... RCONC220 0 RCONC222 0 7.b.2.
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