CA-6.2.3
Banks, which wish to net positions based on correlation (in the manner discussed in paragraph CA-6.2.2 above), will need to satisfy the Agency of the accuracy of the method which it proposes to adopt.
Banks, which wish to net positions based on correlation (in the manner discussed in paragraph CA-6.2.2 above), will need to satisfy the Agency of the accuracy of the method which it proposes to adopt.