+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. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde