+Article 14 (c)
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Article 14 (c)
the trading limits include the following:
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(i)
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a value-at-risk limit for the maximum level of portfolio aggregation at which the internal model is applied;
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(ii)
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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;
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1. Apžvalga
| Pavadinimas |
Reguliavimas |
,
1.1 Nuorodos
1.2 Nustatyti reikalavimai
1.3 Susiję standartai
2. Nustatyti reikalavimai
Reikalavimai
| Šaltinis |
Reikalavimas |
3. Susiję standartai
Standartai
| Šaltinis |
Reikalavimas |
|