199. When analysing inherent market risk, competent authorities should consider ‘point-in-time’ …

When analysing inherent market risk, competent authorities should consider ‘point-in-time’ figures and trends, both on an aggregate basis and by portfolio. Where possible, this analysis should be completed with a comparison of the investment firm’s figures to peers and to relevant macro-economic indicators.

Profitability analysis

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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