PIB A5.3.30

An Authorised Firm must calculate the General Market Risk for each country in the following way:

(a) all individual net positions are multiplied by 8%;
(b) long and short positions in each country portfolio are netted; and
(c) if the net equity position is negative, the sign must be reversed.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]