Entire Section

  • Derivation of Notional Positions

    • PIB A5.3.9

      An Authorised Firm must, before Netting, derive a notional position for a depository receipt, a swap, a future, a forward, an option and a company issued warrant in the calculation of its Equity Risk Capital Requirement.

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