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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-10.3 Specific Risk Calculation
              • CA-10.4 General Risk Calculation
              • CA-10.5 Equity Derivatives
                • CA-10.5.1
                • CA-10.5.2
                • CA-10.5.3
                • Specific Risk on Positions in Equity Indices
                  • CA-10.5.4
                  • CA-10.5.5
                  • CA-10.5.6
                  • CA-10.5.7
                • Counterparty Risk
            • 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-10.5 Equity Derivatives
  8. Specific Risk on Positions in Equity Indices
  9. CA-10.5.5
  Versions

 
  • Apr 01 2008 - Dec 31 2011
  • Jan 01 2012
‹ CA-10.5.4 CA-10.5.6 ›

CA-10.5.5

For positions in equity indices not regarded as highly liquid, the specific risk capital charge is the highest specific risk charge that would apply to any of its components, as set out in Section CA-10.3.

Amended: January 2012
Apr 08
‹ CA-10.5.4 CA-10.5.6 ›

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