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  • Transfer of General Market Risk between the Trading Book and the Non-Trading Book

    • Transfer of General Market Risk between the Trading Book and the Non-Trading Book Guidance

      1. General Market Risk arising from the Trading Book may hedge Non-Trading Book positions without reference to specific Financial Instruments.
      2. An Authorised Firm may achieve the transfer of General Market Risk between the Trading Book and Non-Trading Book by entering into a notional legal agreement between the Trading Book and Non-Trading Book as if they were third parties.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]