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2|<!-- Copyright © 2005 CEBS Secretariat Ltd., Tower 42, 25 Old Broad Street, London, EC2N 1HQ, United Kingdom. -->
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4| <link:referenceLink xlink:type="extended" xlink:role="http://www.xbrl.org/2003/role/link">
5| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDISpecificRisk" xlink:label="MRiskSATDISpecificRisk" xlink:title="MRiskSATDISpecificRisk"/>
6| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDISpecificRisk" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDISpecificRisk" id="reference_MRiskSATDISpecificRisk">
7| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
8| <ref-corep:Annex>I</ref-corep:Annex>
9| <ref:Paragraph>14-16</ref:Paragraph>
10| <ref-corep:Comment>Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Annex I, paragraphs 14-16 of Directive 93/6/EEC. Be also aware of last sentence in Annex I, paragraph 1.</ref-corep:Comment>
11| </link:reference>
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13| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1" xlink:label="MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1" xlink:title="MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1"/>
14| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1" id="reference_MRiskSATDIDebtSecuritiesUnderFirstCategoryTable1">
15| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
16| <ref-corep:Annex>I</ref-corep:Annex>
17| <ref:Paragraph>14-16</ref:Paragraph>
18| <ref-corep:Comment>Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Annex I, paragraphs 14-16 of Directive 93/6/EEC. Be also aware of last sentence in Annex I, paragraph 1.</ref-corep:Comment>
19| </link:reference>
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21| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIDebtSecuritiesUnderSecondCategoryTable1" xlink:label="MRiskSATDIDebtSecuritiesUnderSecondCategoryTable1" xlink:title="MRiskSATDIDebtSecuritiesUnderSecondCategoryTable1"/>
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23| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
24| <ref-corep:Annex>I</ref-corep:Annex>
25| <ref:Paragraph>14-16</ref:Paragraph>
26| <ref-corep:Comment>Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Annex I, paragraphs 14-16 of Directive 93/6/EEC. Be also aware of last sentence in Annex I, paragraph 1.</ref-corep:Comment>
27| </link:reference>
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29| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1" xlink:label="MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1" xlink:title="MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1"/>
30| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1" id="reference_MRiskSATDIDebtSecuritiesUnderThirdCategoryTable1">
31| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
32| <ref-corep:Annex>I</ref-corep:Annex>
33| <ref:Paragraph>14-16</ref:Paragraph>
34| <ref-corep:Comment>Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Annex I, paragraphs 14-16 of Directive 93/6/EEC. Be also aware of last sentence in Annex I, paragraph 1.</ref-corep:Comment>
35| </link:reference>
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37| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1" xlink:label="MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1" xlink:title="MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1"/>
38| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1" id="reference_MRiskSATDIDebtSecuritiesUnderFourthCategoryTable1">
39| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
40| <ref-corep:Annex>I</ref-corep:Annex>
41| <ref:Paragraph>14-16</ref:Paragraph>
42| <ref-corep:Comment>Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Annex I, paragraphs 14-16 of Directive 93/6/EEC. Be also aware of last sentence in Annex I, paragraph 1.</ref-corep:Comment>
43| </link:reference>
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45| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities" xlink:label="MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities" xlink:title="MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities"/>
46| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities" id="reference_MRiskSATDISecuritisationExposuresSubject1250PercentRiskWeightingOrDeductionUnratedLiquidityFacilities">
47| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
48| <ref-corep:Annex>I</ref-corep:Annex>
49| <ref:Paragraph>14</ref:Paragraph>
50| </link:reference>
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52| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIParticularApproachPositionRiskInCIUs" xlink:label="MRiskSATDIParticularApproachPositionRiskInCIUs" xlink:title="MRiskSATDIParticularApproachPositionRiskInCIUs"/>
53| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIParticularApproachPositionRiskInCIUs" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIParticularApproachPositionRiskInCIUs" id="reference_MRiskSATDIParticularApproachPositionRiskInCIUs">
54| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
55| <ref-corep:Annex>I</ref-corep:Annex>
56| <ref:Paragraph>47-56</ref:Paragraph>
57| <ref-corep:Comment>Applicable when positions in CIUs or the underlying instruments are not treated in accordance with the methods set out in Annex V. It includes, if it is the case, the effects of applicable caps in the capital requirements. </ref-corep:Comment>
58| </link:reference>
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60| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" xlink:label="MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" xlink:title="MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions"/>
61| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" id="reference_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions">
62| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
63| <ref-corep:Annex>I</ref-corep:Annex>
64| <ref:Paragraph>4-5</ref:Paragraph>
65| </link:reference>
66| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" xlink:to="reference_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions" xlink:title="reference: MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions to reference_MRiskSATDIMarginBasedApproachExchangeTradedFuturesOptions"/>
67| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMarginBasedApproachOTCFuturesOptions" xlink:label="MRiskSATDIMarginBasedApproachOTCFuturesOptions" xlink:title="MRiskSATDIMarginBasedApproachOTCFuturesOptions"/>
68| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMarginBasedApproachOTCFuturesOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMarginBasedApproachOTCFuturesOptions" id="reference_MRiskSATDIMarginBasedApproachOTCFuturesOptions">
69| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
70| <ref-corep:Annex>I</ref-corep:Annex>
71| <ref:Paragraph>4-5</ref:Paragraph>
72| </link:reference>
73| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMarginBasedApproachOTCFuturesOptions" xlink:to="reference_MRiskSATDIMarginBasedApproachOTCFuturesOptions" xlink:title="reference: MRiskSATDIMarginBasedApproachOTCFuturesOptions to reference_MRiskSATDIMarginBasedApproachOTCFuturesOptions"/>
74| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIOtherNonDeltaRisksOptions" xlink:label="MRiskSATDIOtherNonDeltaRisksOptions" xlink:title="MRiskSATDIOtherNonDeltaRisksOptions"/>
75| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIOtherNonDeltaRisksOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIOtherNonDeltaRisksOptions" id="reference_MRiskSATDIOtherNonDeltaRisksOptions">
76| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
77| <ref-corep:Annex>I</ref-corep:Annex>
78| <ref:Paragraph>5</ref:Paragraph>
79| <ref:Subparagraph>3</ref:Subparagraph>
80| <ref:Sentence>1</ref:Sentence>
81| <ref-corep:Comment>It includes the additional capital requirement for other risks, apart from delta risk, associated with options (i.e. gamma and vega risks). This additional capital requirement may be assessed by different approaches (e.g. Simplified, Delta-plus or Scenario approaches referred to in Part A.5 of the Amendment to the Basel Capital Accord to Incorporate Market Risks, January 1996) and, as usually, it may be broken down into the different approaches aplicable if considered necessary by local supervisors.</ref-corep:Comment>
82| </link:reference>
83| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIOtherNonDeltaRisksOptions" xlink:to="reference_MRiskSATDIOtherNonDeltaRisksOptions" xlink:title="reference: MRiskSATDIOtherNonDeltaRisksOptions to reference_MRiskSATDIOtherNonDeltaRisksOptions"/>
84| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionInAllMaturityBands" xlink:label="MRiskSATDIMatchedWeightedPositionInAllMaturityBands" xlink:title="MRiskSATDIMatchedWeightedPositionInAllMaturityBands"/>
85| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionInAllMaturityBands" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionInAllMaturityBands" id="reference_MRiskSATDIMatchedWeightedPositionInAllMaturityBands">
86| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
87| <ref-corep:Annex>I</ref-corep:Annex>
88| <ref:Paragraph>19-25</ref:Paragraph>
89| </link:reference>
90| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedWeightedPositionInAllMaturityBands" xlink:to="reference_MRiskSATDIMatchedWeightedPositionInAllMaturityBands" xlink:title="reference: MRiskSATDIMatchedWeightedPositionInAllMaturityBands to reference_MRiskSATDIMatchedWeightedPositionInAllMaturityBands"/>
91| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionInZone1" xlink:label="MRiskSATDIMatchedWeightedPositionInZone1" xlink:title="MRiskSATDIMatchedWeightedPositionInZone1"/>
92| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionInZone1" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionInZone1" id="reference_MRiskSATDIMatchedWeightedPositionInZone1">
93| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
94| <ref-corep:Annex>I</ref-corep:Annex>
95| <ref:Paragraph>19-25</ref:Paragraph>
96| </link:reference>
97| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedWeightedPositionInZone1" xlink:to="reference_MRiskSATDIMatchedWeightedPositionInZone1" xlink:title="reference: MRiskSATDIMatchedWeightedPositionInZone1 to reference_MRiskSATDIMatchedWeightedPositionInZone1"/>
98| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionInZone2" xlink:label="MRiskSATDIMatchedWeightedPositionInZone2" xlink:title="MRiskSATDIMatchedWeightedPositionInZone2"/>
99| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionInZone2" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionInZone2" id="reference_MRiskSATDIMatchedWeightedPositionInZone2">
100| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
101| <ref-corep:Annex>I</ref-corep:Annex>
102| <ref:Paragraph>19-25</ref:Paragraph>
103| </link:reference>
104| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedWeightedPositionInZone2" xlink:to="reference_MRiskSATDIMatchedWeightedPositionInZone2" xlink:title="reference: MRiskSATDIMatchedWeightedPositionInZone2 to reference_MRiskSATDIMatchedWeightedPositionInZone2"/>
105| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionInZone3" xlink:label="MRiskSATDIMatchedWeightedPositionInZone3" xlink:title="MRiskSATDIMatchedWeightedPositionInZone3"/>
106| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionInZone3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionInZone3" id="reference_MRiskSATDIMatchedWeightedPositionInZone3">
107| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
108| <ref-corep:Annex>I</ref-corep:Annex>
109| <ref:Paragraph>19-25</ref:Paragraph>
110| </link:reference>
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112| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone1And2" xlink:label="MRiskSATDIMatchedWeightedPositionBetweenZone1And2" xlink:title="MRiskSATDIMatchedWeightedPositionBetweenZone1And2"/>
113| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And2" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And2" id="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And2">
114| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
115| <ref-corep:Annex>I</ref-corep:Annex>
116| <ref:Paragraph>19-25</ref:Paragraph>
117| </link:reference>
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119| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone2And3" xlink:label="MRiskSATDIMatchedWeightedPositionBetweenZone2And3" xlink:title="MRiskSATDIMatchedWeightedPositionBetweenZone2And3"/>
120| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionBetweenZone2And3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionBetweenZone2And3" id="reference_MRiskSATDIMatchedWeightedPositionBetweenZone2And3">
121| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
122| <ref-corep:Annex>I</ref-corep:Annex>
123| <ref:Paragraph>19-25</ref:Paragraph>
124| </link:reference>
125| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedWeightedPositionBetweenZone2And3" xlink:to="reference_MRiskSATDIMatchedWeightedPositionBetweenZone2And3" xlink:title="reference: MRiskSATDIMatchedWeightedPositionBetweenZone2And3 to reference_MRiskSATDIMatchedWeightedPositionBetweenZone2And3"/>
126| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedWeightedPositionBetweenZone1And3" xlink:label="MRiskSATDIMatchedWeightedPositionBetweenZone1And3" xlink:title="MRiskSATDIMatchedWeightedPositionBetweenZone1And3"/>
127| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And3" id="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And3">
128| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
129| <ref-corep:Annex>I</ref-corep:Annex>
130| <ref:Paragraph>19-25</ref:Paragraph>
131| </link:reference>
132| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedWeightedPositionBetweenZone1And3" xlink:to="reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And3" xlink:title="reference: MRiskSATDIMatchedWeightedPositionBetweenZone1And3 to reference_MRiskSATDIMatchedWeightedPositionBetweenZone1And3"/>
133| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIResidualUnmatchedWeightedPositions" xlink:label="MRiskSATDIResidualUnmatchedWeightedPositions" xlink:title="MRiskSATDIResidualUnmatchedWeightedPositions"/>
134| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIResidualUnmatchedWeightedPositions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIResidualUnmatchedWeightedPositions" id="reference_MRiskSATDIResidualUnmatchedWeightedPositions">
135| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
136| <ref-corep:Annex>I</ref-corep:Annex>
137| <ref:Paragraph>19-25</ref:Paragraph>
138| </link:reference>
139| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIResidualUnmatchedWeightedPositions" xlink:to="reference_MRiskSATDIResidualUnmatchedWeightedPositions" xlink:title="reference: MRiskSATDIResidualUnmatchedWeightedPositions to reference_MRiskSATDIResidualUnmatchedWeightedPositions"/>
140| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIGeneralRiskDurationBasedApproach" xlink:label="MRiskSATDIGeneralRiskDurationBasedApproach" xlink:title="MRiskSATDIGeneralRiskDurationBasedApproach"/>
141| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIGeneralRiskDurationBasedApproach" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIGeneralRiskDurationBasedApproach" id="reference_MRiskSATDIGeneralRiskDurationBasedApproach">
142| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
143| <ref-corep:Annex>I</ref-corep:Annex>
144| <ref:Paragraph>26-32</ref:Paragraph>
145| <ref-corep:Comment>Positions in traded debt instruments subject to the duration-based approach according to Annex I, paragraphs 26-31 of Directive 93/6/EEC and their correspondent capital requirements set up in paragraph 32.</ref-corep:Comment>
146| </link:reference>
147| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIGeneralRiskDurationBasedApproach" xlink:to="reference_MRiskSATDIGeneralRiskDurationBasedApproach" xlink:title="reference: MRiskSATDIGeneralRiskDurationBasedApproach to reference_MRiskSATDIGeneralRiskDurationBasedApproach"/>
148| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone2GeneralRiskDurationBased" xlink:label="MRiskSATDIZone2GeneralRiskDurationBased" xlink:title="MRiskSATDIZone2GeneralRiskDurationBased"/>
149| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone2GeneralRiskDurationBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone2GeneralRiskDurationBased" id="reference_MRiskSATDIZone2GeneralRiskDurationBased">
150| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
151| <ref-corep:Annex>I</ref-corep:Annex>
152| <ref:Paragraph>29</ref:Paragraph>
153| <ref-corep:Table>3</ref-corep:Table>
154| </link:reference>
155| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone2GeneralRiskDurationBased" xlink:to="reference_MRiskSATDIZone2GeneralRiskDurationBased" xlink:title="reference: MRiskSATDIZone2GeneralRiskDurationBased to reference_MRiskSATDIZone2GeneralRiskDurationBased"/>
156| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone1GeneralRiskDurationBased" xlink:label="MRiskSATDIZone1GeneralRiskDurationBased" xlink:title="MRiskSATDIZone1GeneralRiskDurationBased"/>
157| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone1GeneralRiskDurationBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone1GeneralRiskDurationBased" id="reference_MRiskSATDIZone1GeneralRiskDurationBased">
158| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
159| <ref-corep:Annex>I</ref-corep:Annex>
160| <ref:Paragraph>29</ref:Paragraph>
161| <ref-corep:Table>3</ref-corep:Table>
162| </link:reference>
163| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone1GeneralRiskDurationBased" xlink:to="reference_MRiskSATDIZone1GeneralRiskDurationBased" xlink:title="reference: MRiskSATDIZone1GeneralRiskDurationBased to reference_MRiskSATDIZone1GeneralRiskDurationBased"/>
164| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone3GeneralRiskDurationBased" xlink:label="MRiskSATDIZone3GeneralRiskDurationBased" xlink:title="MRiskSATDIZone3GeneralRiskDurationBased"/>
165| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone3GeneralRiskDurationBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone3GeneralRiskDurationBased" id="reference_MRiskSATDIZone3GeneralRiskDurationBased">
166| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
167| <ref-corep:Annex>I</ref-corep:Annex>
168| <ref:Paragraph>29</ref:Paragraph>
169| <ref-corep:Table>3</ref-corep:Table>
170| </link:reference>
171| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone3GeneralRiskDurationBased" xlink:to="reference_MRiskSATDIZone3GeneralRiskDurationBased" xlink:title="reference: MRiskSATDIZone3GeneralRiskDurationBased to reference_MRiskSATDIZone3GeneralRiskDurationBased"/>
172| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedDurationWeightedPositionInAllZones" xlink:label="MRiskSATDIMatchedDurationWeightedPositionInAllZones" xlink:title="MRiskSATDIMatchedDurationWeightedPositionInAllZones"/>
173| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedDurationWeightedPositionInAllZones" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedDurationWeightedPositionInAllZones" id="reference_MRiskSATDIMatchedDurationWeightedPositionInAllZones">
174| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
175| <ref-corep:Annex>I</ref-corep:Annex>
176| <ref:Paragraph>28-32</ref:Paragraph>
177| </link:reference>
178| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedDurationWeightedPositionInAllZones" xlink:to="reference_MRiskSATDIMatchedDurationWeightedPositionInAllZones" xlink:title="reference: MRiskSATDIMatchedDurationWeightedPositionInAllZones to reference_MRiskSATDIMatchedDurationWeightedPositionInAllZones"/>
179| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" xlink:label="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" xlink:title="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2"/>
180| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" id="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2">
181| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
182| <ref-corep:Annex>I</ref-corep:Annex>
183| <ref:Paragraph>28-32</ref:Paragraph>
184| </link:reference>
185| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" xlink:to="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2" xlink:title="reference: MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2 to reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And2"/>
186| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" xlink:label="MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" xlink:title="MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3"/>
187| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" id="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3">
188| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
189| <ref-corep:Annex>I</ref-corep:Annex>
190| <ref:Paragraph>28-32</ref:Paragraph>
191| </link:reference>
192| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" xlink:to="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3" xlink:title="reference: MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3 to reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone2And3"/>
193| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" xlink:label="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" xlink:title="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3"/>
194| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" id="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3">
195| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
196| <ref-corep:Annex>I</ref-corep:Annex>
197| <ref:Paragraph>28-32</ref:Paragraph>
198| </link:reference>
199| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" xlink:to="reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3" xlink:title="reference: MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3 to reference_MRiskSATDIMatchedDurationWeightedPositionBetweenZone1And3"/>
200| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIResidualUnmatchedDurationWeightedPositions" xlink:label="MRiskSATDIResidualUnmatchedDurationWeightedPositions" xlink:title="MRiskSATDIResidualUnmatchedDurationWeightedPositions"/>
201| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIResidualUnmatchedDurationWeightedPositions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIResidualUnmatchedDurationWeightedPositions" id="reference_MRiskSATDIResidualUnmatchedDurationWeightedPositions">
202| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
203| <ref-corep:Annex>I</ref-corep:Annex>
204| <ref:Paragraph>28-32</ref:Paragraph>
205| </link:reference>
206| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIResidualUnmatchedDurationWeightedPositions" xlink:to="reference_MRiskSATDIResidualUnmatchedDurationWeightedPositions" xlink:title="reference: MRiskSATDIResidualUnmatchedDurationWeightedPositions to reference_MRiskSATDIResidualUnmatchedDurationWeightedPositions"/>
207| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone3GeneralRiskMaturityBased" xlink:label="MRiskSATDIZone3GeneralRiskMaturityBased" xlink:title="MRiskSATDIZone3GeneralRiskMaturityBased"/>
208| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone3GeneralRiskMaturityBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone3GeneralRiskMaturityBased" id="reference_MRiskSATDIZone3GeneralRiskMaturityBased">
209| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
210| <ref-corep:Annex>I</ref-corep:Annex>
211| <ref:Paragraph>20</ref:Paragraph>
212| <ref-corep:Table>2</ref-corep:Table>
213| </link:reference>
214| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone3GeneralRiskMaturityBased" xlink:to="reference_MRiskSATDIZone3GeneralRiskMaturityBased" xlink:title="reference: MRiskSATDIZone3GeneralRiskMaturityBased to reference_MRiskSATDIZone3GeneralRiskMaturityBased"/>
215| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone2GeneralRiskMaturityBased" xlink:label="MRiskSATDIZone2GeneralRiskMaturityBased" xlink:title="MRiskSATDIZone2GeneralRiskMaturityBased"/>
216| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone2GeneralRiskMaturityBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone2GeneralRiskMaturityBased" id="reference_MRiskSATDIZone2GeneralRiskMaturityBased">
217| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
218| <ref-corep:Annex>I</ref-corep:Annex>
219| <ref:Paragraph>20</ref:Paragraph>
220| <ref-corep:Table>2</ref-corep:Table>
221| </link:reference>
222| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone2GeneralRiskMaturityBased" xlink:to="reference_MRiskSATDIZone2GeneralRiskMaturityBased" xlink:title="reference: MRiskSATDIZone2GeneralRiskMaturityBased to reference_MRiskSATDIZone2GeneralRiskMaturityBased"/>
223| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIGeneralRiskMaturityBasedApproach" xlink:label="MRiskSATDIGeneralRiskMaturityBasedApproach" xlink:title="MRiskSATDIGeneralRiskMaturityBasedApproach"/>
224| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIGeneralRiskMaturityBasedApproach" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIGeneralRiskMaturityBasedApproach" id="reference_MRiskSATDIGeneralRiskMaturityBasedApproach">
225| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
226| <ref-corep:Annex>I</ref-corep:Annex>
227| <ref:Paragraph>17-25</ref:Paragraph>
228| <ref-corep:Comment>Positions in traded debt instruments subject to the maturiry-based approach according to Annex I, paragraphs 17-24 of Directive 93/6/EEC and their correspondent capital requirements set up in paragraph 25.</ref-corep:Comment>
229| </link:reference>
230| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIGeneralRiskMaturityBasedApproach" xlink:to="reference_MRiskSATDIGeneralRiskMaturityBasedApproach" xlink:title="reference: MRiskSATDIGeneralRiskMaturityBasedApproach to reference_MRiskSATDIGeneralRiskMaturityBasedApproach"/>
231| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDIZone1GeneralRiskMaturityBased" xlink:label="MRiskSATDIZone1GeneralRiskMaturityBased" xlink:title="MRiskSATDIZone1GeneralRiskMaturityBased"/>
232| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDIZone1GeneralRiskMaturityBased" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDIZone1GeneralRiskMaturityBased" id="reference_MRiskSATDIZone1GeneralRiskMaturityBased">
233| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
234| <ref-corep:Annex>I</ref-corep:Annex>
235| <ref:Paragraph>20</ref:Paragraph>
236| <ref-corep:Table>2</ref-corep:Table>
237| </link:reference>
238| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDIZone1GeneralRiskMaturityBased" xlink:to="reference_MRiskSATDIZone1GeneralRiskMaturityBased" xlink:title="reference: MRiskSATDIZone1GeneralRiskMaturityBased to reference_MRiskSATDIZone1GeneralRiskMaturityBased"/>
239| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSATDITotal" xlink:label="MRiskSATDITotal" xlink:title="MRiskSATDITotal"/>
240| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDITotal" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDITotal" id="reference_MRiskSATDITotal">
241| <ref-corep:Directive>2000/12/EC</ref-corep:Directive>
242| <ref:Article>75</ref:Article>
243| <ref-corep:Letter>b</ref-corep:Letter>
244| <ref-corep:Comment>Positions in traded debt instruments in Trading Book and their correspondent capital requirements for position risk according to article 18, paragraph 1 (a) and Annex I of Directive 93/6/CEE, and article 75 (b) of Directive 2000/12/EC</ref-corep:Comment>
245| </link:reference>
246| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDITotal" xlink:to="reference_MRiskSATDITotal" xlink:title="reference: MRiskSATDITotal to reference_MRiskSATDITotal"/>
247| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDITotal_2" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDITotal" id="reference_MRiskSATDITotal_2">
248| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
249| <ref:Article>18</ref:Article>
250| <ref:Paragraph>1</ref:Paragraph>
251| <ref-corep:Letter>a</ref-corep:Letter>
252| </link:reference>
253| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDITotal" xlink:to="reference_MRiskSATDITotal_2" xlink:title="reference: MRiskSATDITotal to reference_MRiskSATDITotal"/>
254| <link:reference xlink:type="resource" xlink:label="reference_MRiskSATDITotal_3" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSATDITotal" id="reference_MRiskSATDITotal_3">
255| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
256| <ref-corep:Annex>I</ref-corep:Annex>
257| </link:reference>
258| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSATDITotal" xlink:to="reference_MRiskSATDITotal_3" xlink:title="reference: MRiskSATDITotal to reference_MRiskSATDITotal"/>
259| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUGeneralRisk" xlink:label="MRiskSAEQUGeneralRisk" xlink:title="MRiskSAEQUGeneralRisk"/>
260| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUGeneralRisk" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUGeneralRisk" id="reference_MRiskSAEQUGeneralRisk">
261| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
262| <ref-corep:Annex>I</ref-corep:Annex>
263| <ref:Paragraph>36,39-40</ref:Paragraph>
264| <ref-corep:Comment>Positions in equities subject to general risk and their correspondent capital requirement according to Annex I, paragraphs 36 and 39-40 of Directive 93/6/EEC.</ref-corep:Comment>
265| </link:reference>
266| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUGeneralRisk" xlink:to="reference_MRiskSAEQUGeneralRisk" xlink:title="reference: MRiskSAEQUGeneralRisk to reference_MRiskSAEQUGeneralRisk"/>
267| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" xlink:label="MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" xlink:title="MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified"/>
268| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" id="reference_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified">
269| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
270| <ref-corep:Annex>I</ref-corep:Annex>
271| <ref:Paragraph>34</ref:Paragraph>
272| </link:reference>
273| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" xlink:to="reference_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified" xlink:title="reference: MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified to reference_MRiskSAEQUOtherEquitiesThanExchangeTradedStockIndexFuturesBroadlyDiversified"/>
274| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUSpecificRisk" xlink:label="MRiskSAEQUSpecificRisk" xlink:title="MRiskSAEQUSpecificRisk"/>
275| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUSpecificRisk" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUSpecificRisk" id="reference_MRiskSAEQUSpecificRisk">
276| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
277| <ref-corep:Annex>I</ref-corep:Annex>
278| <ref:Paragraph>34-35,39-40</ref:Paragraph>
279| <ref-corep:Comment>Positions in equities subject to specific risk and the correspondent capital requirement according to Annex I, paragraphs 34-35 and 39-40 of Directive 93/6/EEC. Be also aware of last sentence in Annex paragraph 1.</ref-corep:Comment>
280| </link:reference>
281| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUSpecificRisk" xlink:to="reference_MRiskSAEQUSpecificRisk" xlink:title="reference: MRiskSAEQUSpecificRisk to reference_MRiskSAEQUSpecificRisk"/>
282| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" xlink:label="MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" xlink:title="MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements"/>
283| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" id="reference_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements">
284| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
285| <ref-corep:Annex>I</ref-corep:Annex>
286| <ref:Paragraph>35</ref:Paragraph>
287| </link:reference>
288| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" xlink:to="reference_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements" xlink:title="reference: MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements to reference_MRiskSAEQUHighQualityLiquidDiversifiedPortfoliosSubjectLowerCapitalRequirements"/>
289| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" xlink:label="MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" xlink:title="MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios"/>
290| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" id="reference_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios">
291| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
292| <ref-corep:Annex>I</ref-corep:Annex>
293| <ref:Paragraph>34</ref:Paragraph>
294| </link:reference>
295| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" xlink:to="reference_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios" xlink:title="reference: MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios to reference_MRiskSAEQUOtherEquitiesThanHighQualityLiquidDiversifiedPortfolios"/>
296| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUParticularApproachPositionRiskInCIUs" xlink:label="MRiskSAEQUParticularApproachPositionRiskInCIUs" xlink:title="MRiskSAEQUParticularApproachPositionRiskInCIUs"/>
297| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUParticularApproachPositionRiskInCIUs" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUParticularApproachPositionRiskInCIUs" id="reference_MRiskSAEQUParticularApproachPositionRiskInCIUs">
298| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
299| <ref-corep:Annex>I</ref-corep:Annex>
300| <ref:Paragraph>47-56</ref:Paragraph>
301| <ref-corep:Comment>Applicable when positions in CIUs or the underlying instruments are not treated in accordance with the methods set out in Annex V. It includes, if it is the case, the effects of applicable caps in the capital requirements.</ref-corep:Comment>
302| </link:reference>
303| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUParticularApproachPositionRiskInCIUs" xlink:to="reference_MRiskSAEQUParticularApproachPositionRiskInCIUs" xlink:title="reference: MRiskSAEQUParticularApproachPositionRiskInCIUs to reference_MRiskSAEQUParticularApproachPositionRiskInCIUs"/>
304| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" xlink:label="MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" xlink:title="MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions"/>
305| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" id="reference_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions">
306| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
307| <ref-corep:Annex>I</ref-corep:Annex>
308| <ref:Paragraph>4-5</ref:Paragraph>
309| </link:reference>
310| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" xlink:to="reference_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions" xlink:title="reference: MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions to reference_MRiskSAEQUMarginBasedApproachExchangeTradedFuturesOptions"/>
311| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUMarginBasedApproachOTCFuturesOptions" xlink:label="MRiskSAEQUMarginBasedApproachOTCFuturesOptions" xlink:title="MRiskSAEQUMarginBasedApproachOTCFuturesOptions"/>
312| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUMarginBasedApproachOTCFuturesOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUMarginBasedApproachOTCFuturesOptions" id="reference_MRiskSAEQUMarginBasedApproachOTCFuturesOptions">
313| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
314| <ref-corep:Annex>I</ref-corep:Annex>
315| <ref:Paragraph>4-5</ref:Paragraph>
316| </link:reference>
317| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUMarginBasedApproachOTCFuturesOptions" xlink:to="reference_MRiskSAEQUMarginBasedApproachOTCFuturesOptions" xlink:title="reference: MRiskSAEQUMarginBasedApproachOTCFuturesOptions to reference_MRiskSAEQUMarginBasedApproachOTCFuturesOptions"/>
318| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUOtherNonDeltaRisksOptions" xlink:label="MRiskSAEQUOtherNonDeltaRisksOptions" xlink:title="MRiskSAEQUOtherNonDeltaRisksOptions"/>
319| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUOtherNonDeltaRisksOptions" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUOtherNonDeltaRisksOptions" id="reference_MRiskSAEQUOtherNonDeltaRisksOptions">
320| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
321| <ref-corep:Annex>I</ref-corep:Annex>
322| <ref:Paragraph>5</ref:Paragraph>
323| <ref:Subparagraph>3</ref:Subparagraph>
324| <ref:Sentence>1</ref:Sentence>
325| <ref-corep:Comment>"It includes the additional capital requirement for other risks, apart from delta risk, associated with options (i.e. gamma and vega risks). This additional capital requirement may be assessed by different approaches (e.g. Simplified, Delta-plus or Scenario approaches referred to in Part A.5 of the Amendment to the Basel Capital Accord to Incorporate Market Risks, January 1996) and, as usually, it may be broken down into the different approaches aplicable if considered necessary by local supervisors."</ref-corep:Comment>
326| </link:reference>
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328| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" xlink:label="MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" xlink:title="MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach"/>
329| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" id="reference_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach">
330| <ref-corep:Directive>93/6/EEC</ref-corep:Directive>
331| <ref-corep:Annex>I</ref-corep:Annex>
332| <ref:Paragraph>39-40</ref:Paragraph>
333| </link:reference>
334| <link:referenceArc xlink:type="arc" xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-reference" xlink:from="MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" xlink:to="reference_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach" xlink:title="reference: MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach to reference_MRiskSAEQUExchangeTradedStockIndexFuturesBroadlyDiversifiedSubjectParticularApproach"/>
335| <link:loc xlink:type="locator" xlink:href="d-mr-2006-07-01.xsd#d-mr_MRiskSAEQUTotal" xlink:label="MRiskSAEQUTotal" xlink:title="MRiskSAEQUTotal"/>
336| <link:reference xlink:type="resource" xlink:label="reference_MRiskSAEQUTotal" xlink:role="http://www.xbrl.org/2003/role/reference" xlink:title="reference_MRiskSAEQUTotal" id="reference_MRiskSAEQUTotal">
337| <ref-corep:Directive>2000/12/E