Contents
- 1. When calculating the own funds requirements for non-tradin…
- 2. By way of derogation from paragraph 1, institutions may us…
- 3. Institutions shall update the last available value that is…
- 4. When updating the last available value of a non-trading bo…
- 5. When calculating the expected shortfall risk measure refer…
- 6. Institutions shall capture in their risk-measurement model…
- 7. Institutions shall document, as part of the internal polic…1 change
- 8. When calculating the own funds requirements for market ris…1 change
3.Institutions shall update the last available value that is used as a basis for calculating the own funds requirements for foreign exchange risk in accordance with paragraphs 1 and 2 on a daily basis, by reflecting changes in the value of the foreign exchange risk factors.
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