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  • PIB 3.8.4 PIB 3.8.4

    An Authorised Firm must calculate its Market Risk Capital Requirement in accordance with the applicable Rules in PIB chapter 5.

    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB 3.8.4 Guidance

      1. Detailed Rules and Guidance in respect of the Market Risk Capital Requirement and each of its components are contained in PIB chapter 5.
      2. Rules and Guidance in respect of calculating Market Risk for Islamic Contracts are contained in IFR chapter 5.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]