PIB A5.4.2

An Authorised Firm must calculate its Foreign Exchange Risk Capital Requirement by using the standard method as follows:

(a) calculating its net open position in each currency and in gold;
(b) calculating its overall net open position in accordance with PIB Rule A5.4.4; and
(c) multiplying the overall net open position by the percentage provided in PIB Rule A5.4.5.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]