+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. Pregled

,

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

Zahtjevi

3. Povezani standardi

Standardi