CA-5.3.5

Past version: Effective from 01 Apr 2008 to 31 Dec 2011
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The general market risk is calculated by first determining the difference between the sum of the long positions and the sum of the short positions (i.e. the overall net position) in each national equity market. In other words, to calculate the general market risk, the bank should sum the market value of its individual net positions for each national market, taking into account whether the positions are long or short.

Apr 08