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PIB A5.7.8

In the case of an Authorised Firm being aware of the underlying assets or investments of the Fund on a daily basis, the Authorised Firm may look through to those underlying investments in order to calculate the Market Risk Capital Requirement (General Market Risk and Specific Risk) for those positions in accordance with the methods set out in the relevant section of PIB chapter 5 for calculating the relevant Market Risk Capital Requirement.

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