CA Capital Adequacy
- CA-A Introduction
- CA-B General guidance and best practice
- CA-1 Scope and coverage of capital charges
- CA-2 The capital requirement
- CA-3 Credit risk
- CA-4 Interest rate risk — Standardised approach
- CA-5 Equity position risk — Standardised approach
- CA-6 Foreign exchange risk — Standardised approach
- CA-7 Commodities risk — Standardised approach
- CA-8 Options risk — Standardised approach
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CA-9 Use of internal models
- CA-9.1 Introduction
- CA-9.2 General criteria
- CA-9.3 Qualitative standards
- CA-9.4 Specification of market risk factors
- CA-9.5 Quantitative standards
- CA-9.6 Backtesting
- CA-9.7 Stress testing
- CA-9.8 External validation of models
- CA-9.9 Letter of model recognition
- CA-9.10 Combination of internal models and the standardised methodology
- CA-9.11 Treatment of specific risk
- CA-10 Gearing requirements