+Article 14 (c)

Article 14 (c)

the trading limits include the following:

(i)

a value-at-risk limit for the maximum level of portfolio aggregation at which the internal model is applied;

(ii)

a value-at-risk limit for each trading desk for which the institution calculates its own funds requirement for market risk with the internal risk-measurement model;

1. Forbhreathnú

,

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin