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PIB 4.14.46 Guidance

The firm may also recognise such an overlap between capital charges for Specific Risk in relation to positions in the trading book and capital charges for positions in the Non-Trading Book, provided that the firm is able to calculate and compare the capital charges for the relevant positions.

However, if overlapping facilities are provided by different Authorised Firms, each Authorised Firm must calculate Capital Requirement for the maximum amount of its Exposure.

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