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Location:
Breadcrumb
Central Bank of Bahrain Volume 1—Conventional Banks
Archived Part A
Business Standards
CA Capital Adequacy (April 2008)
PART 3: Other Risks
CA-13 Market Risk — Treatment of Options — (STA)
CA-13.3 Delta-plus Method (Buffer Approach)
Treatment of Delta
Versions
Apr 01 2008 - Mar 31 2011
Apr 01 2011
‹
CA-13.3.2
CA-13.3.3
›
Treatment of delta
CA-13.3.3
‹
CA-13.3.2
CA-13.3.3
›
