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CA-2.4.2

Secondly, the banks should calculate minimum capital required (section A20.9 or A17.14 of guidelines in Appendix BR 3) by reference to the measure of market risk (i.e. specific risk plus general market risk) in accordance with the regulations contained in section CA-1.4. This figure will constitute minimum capital required to cover market risk (section A21.10 of guidelines in Appendix BR 3).