1. Before calculating the
Equity Risk Capital Requirement, positions may be netted in order to produce the individual net position.
2. Since the
Netting of positions for Equity Risk Capital Requirement purposes does not involve legal or contractual issues, this material appears here rather than in the Netting section of the Credit Risk chapter.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]