PIB A5.2.3 Guidance

Where these positions will require the derivation of notional positions before they can be included in the calculation of Specific Risk and General Market Risk requirements, an Authorised Firm must derive the notional positions in accordance with Rules PIB A5.2.5 to PIB A5.2.12.

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