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RM-4.1.17

In relation to market risk, an investment firm licensee must retain appropriate prudential records of:

(a) [This Subparagraph was deleted in January 2016 and requirements moved to (c)];
(b) The nature and amounts of off and on balance sheet exposures, including aggregations of exposures;
(c) Off and on market trades in financial instruments and other assets and liabilities; and
(d) Methods and assumptions used in stress testing and scenario analysis and in VaR models.
Amended: January 2016
Adopted: July 2007