RM-4.1.17
Past version: Effective from 01 Jul 2007 to 31 Dec 2015
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In relation to market risk, an
(a) Off and on market trades in financial instruments ;
(b) The nature and amounts of off and on balance sheet exposures, including aggregations of exposures;
(c) 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.
Adopted: July 2007