11 Typical deal/position size [Select one] Very small (Complete this question if you selected as your predominant AIF type ’private equity fund’ above) (<€5m) Small (€5m to< €25m) Low / mid market (€25m to < €150m) Upper mid market (€150m to €500m) Large cap (€500m to €1bn) Mega cap (€1bn and greater) Dominant Influence [see Article 1 of Directive 83/349/EEC] 12 Name % Voting Rights Transaction Type (Complete this question if you selected as your predominant AIF type ’private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC) Risk Profile of the AIF 1. Market Risk Profile 13 Expected annual investment return/IRR in normal market conditions (in %) Net Equity Delta Net DV01: Net CS01 : 2. Counterparty Risk Profile 14 Trading and clearing mechanisms a) Estimated % (in terms of market value) of securities traded: % (leave blank if no securities traded) On a regulated exchange OTC b) Estimated % (in terms of trade volumes) of derivatives that are traded: % (leave blank if no derivatives traded) On a regulated exchange OTC c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: % (leave blank if no derivatives traded)
11 Typical deal/position size (Complete this question if you selected as your predominant AIF type ’private equity fund’ above) [Select one] Very small (<€5m) Small (€5m to< €25m) Low / mid market (€25m to < €150m) Upper mid market (€150m to €500m) Large cap (€500m to €1bn) Mega cap (€1bn and greater) 12 Dominant Influence [see Article 1 of Directive 83/349/EEC] (Complete this question if you selected as your predominant AIF type ’private equity fund’ above; please complete for each company over which the AIF has a dominant influence (leave blank if none) as defined in Article 1 of Directive 83/349/EEC) Name % Voting Rights Transaction Type Risk Profile of the AIF 1. Market Risk Profile 13 Expected annual investment return/IRR in normal market conditions (in %) Net Equity Delta Net DV01: Net CS01 : 2. Counterparty Risk Profile 14 Trading and clearing mechanisms a) Estimated % (in terms of market value) of securities traded: (leave blank if no securities traded) % On a regulated exchange OTC b) Estimated % (in terms of trade volumes) of derivatives that are traded: (leave blank if no derivatives traded) % On a regulated exchange OTC c) Estimated % (in terms of trade volumes) of derivatives transactions cleared: (leave blank if no derivatives traded) %
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