CA-5.3.2
Specific risk is defined as the bank's gross equity positions (i.e. the sum of all equity positions and is calculated for each country or equity market) and is calculated for each country or equity market. For each national market in which the bank holds equities, it should sum the market values of its individual net positions irrespective of whether they are long or short positions, to produce the overall gross equity position for that market.
Amended: January 2012
Apr 08
Apr 08