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PIB A5.3.31

The Equity Risk Capital Requirement for each country is the sum of the market value of all individual net positions (ignoring the sign) multiplied by the appropriate risk percentage in the table below:

  Percentage risk
Single equities 16%
Broad-based indices (not broken down into constituent equities) 8%
All other indices (not broken down into constituent equities) 16%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]