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CBB Rulebook: Contents

  • Common Volume
  • Central Bank of Bahrain Volume 1—Conventional Banks
    • Part A
    • Part B
    • Quarterly Updates
    • Ad-hoc Communications
    • Archived Part A
      • Introduction
      • High Level Standards
      • Business Standards
        • BC Business and Market Conduct
        • CA Capital Adequacy
        • CA Capital Adequacy (October 2007)
        • CA Capital Adequacy (April 2008)
          • PART 1: Definition of Capital
          • PART 2: Credit Risk
          • PART 3: Other Risks
            • CA-7 Operational Risk
            • CA-8 Market Risk — Trading Book
            • CA-9 Market Risk — Interest Rate Risk — (STA)
            • CA-10 Market Risk — Equity Position Risk — (STA)
              • CA-10.1 Introduction
              • CA-10.2 Calculation of Equity Positions
                • CA-10.2.1
                • CA-10.2.2
                • CA-10.2.3
                • CA-10.2.4
                • CA-10.2.5
              • CA-10.3 Specific Risk Calculation
              • CA-10.4 General Risk Calculation
              • CA-10.5 Equity Derivatives
            • CA-11 Market Risk — Foreign Exchange Risk — (STA)
            • CA-12 Market Risk — Commodities Risk — (STA)
            • CA-13 Market Risk — Treatment of Options — (STA)
            • CA-14 Market Risk — Use of Internal Models
            • CA-15 Gearing Requirements
            • CA-16 Prudent Valuation Guidance
        • CM Credit Risk Management
        • CM Credit Risk Management (June 2022)
        • OM Operational Risk Management [Versions from October 2007 to 31 December 2019]
        • OM Operational Risk Management
        • FC Financial Crimes
      • Prudential Requirements
      • Reporting Requirements
      • Enforcement & Redress
    • Archived Part B
  • Central Bank of Bahrain Volume 2—Islamic Banks
  • Central Bank of Bahrain Volume 3—Insurance
  • Central Bank of Bahrain Volume 4—Investment Business
  • Central Bank of Bahrain Volume 5—Specialised Licensees
  • Central Bank of Bahrain Volume 6—Capital Markets
  • Central Bank of Bahrain Volume 7—Collective Investment Undertakings
  • Bahrain Bourse (BHB) Material
  • Central Bank of Bahrain and Financial Institutions Law 2006
  • Bahrain Anti Money Laundering Law 2001
  • Regulation Governing Collective Investment Schemes June 2003
  • Bahrain Stock Exchange Law 1987
  • Bahrain Financial Trust Law 2006
  • Bahrain Insurance Law 1987
  • Bahrain Monetary Agency Law 1973
  • Commercial Companies Law 2001
  • CBB Disclosure Standards
  • CBB Debt Securities Guidelines
  • Ministerial Order — Money Laundering
  • CBB Resolution on Dissemination of Listed Companies' Financial Statements and Board of Directors' Meetings
  • CBB Regulations and Resolutions
  • The Corporate Governance Code of the Kingdom of Bahrain
  • Archive
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Breadcrumb

  1. Central Bank of Bahrain Volume 1—Conventional Banks
  2. Archived Part A
  3. Business Standards
  4. CA Capital Adequacy (April 2008)
  5. PART 3: Other Risks
  6. CA-10 Market Risk — Equity Position Risk — (STA)
  7. CA-10.2 Calculation of Equity Positions
  8. CA-10.2.4
‹ CA-10.2.3 CA-10.2.5 ›

CA-10.2.4

  Versions
(2 versions)
 
  • Up to Apr 01 2008 - Dec 31 2011
  • Jan 01 2012 onwards

More detailed guidance on the treatment of equity derivatives is set out in Section CA-10.5.

Amended: January 2012
Apr 08
‹ CA-10.2.3 CA-10.2.5 ›

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