Entire Section

  • Simplified Approach

    • PIB A5.5.6

      An Authorised Firm using the Simplified Approach to calculate the Commodities Risk Capital Requirement must sum:

      (a) 15% of the net position multiplied by the spot price for the commodity; and
      (b) 3% of the gross position (long plus short, ignoring the sign) multiplied by the spot price of the commodity.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]