CA-13.4.5

Past version: Effective from 01 Apr 2008 to 31 Dec 2011
To view other versions open the versions tab on the right

The CBB will closely monitor the need to reset the parameters for the amounts by which the price of the underlying instrument and volatility must be shifted to form the rows and columns of the scenario matrix. For the time being, the parameters set, as above, only reflect general market risk (see paragraphs CA-13.4.10 to CA-13.4.12).

Apr 08