+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. Ħarsa ġenerali
| Titlu |
Regolamentazzjoni |
,
1.1 Referenzi
1.2 Rekwiżiti identifikati
1.3 Standards relatati
2. Rekwiżiti identifikati
3. Standards relatati
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