+9. options subject to behavioural risk, only where all of the following conditions are met: (a) the …
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9. options subject to behavioural risk, only where all of the following conditions are met: (a) the …
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9.
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options subject to behavioural risk, only where all of the following conditions are met:
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(a)
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the option lies with a retail client;
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(b)
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a significant amount of these options are held in the trading book;
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(c)
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the behavioural risk of these options is assessed by the institution to be material.
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1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
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