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  • Record Keeping

    • RM-4.1.17

      In relation to market risk, an investment firm licensee must retain appropriate prudential records of:

      (a) [This Subparagraph was deleted in January 2016 and requirements moved to (c)];
      (b) The nature and amounts of off and on balance sheet exposures, including aggregations of exposures;
      (c) Off and on market trades in financial instruments and other assets and liabilities; and
      (d) Methods and assumptions used in stress testing and scenario analysis and in VaR models.
      Amended: January 2016
      Adopted: July 2007

    • RM-4.1.18

      A licensee should keep a data history to enable it to perform back testing of methods and assumptions used for stress testing and scenario analysis and for VaR models.

      Adopted: July 2007