204. When evaluating possible concentrations, competent authorities should pay special attention to …

When evaluating possible concentrations, competent authorities should pay special attention to concentrations in complex products (notably structured products), illiquid products (including collateralised debt obligations (CDOs)) or products valued using mark-to-model techniques.

Prudent valuation of the trading book positions

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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