200. Competent authorities should analyse the historic profitability, including volatility of …

Competent authorities should analyse the historic profitability, including volatility of profits, of market activities to gain a better understanding of the investment firm’s market risk profile. This analysis could be performed at portfolio level as well as being broken down by business line, trading desk or asset class (potentially as part of the wider assessment carried out as part of the BMA).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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