PIB A5.8 Guidance

PIB section A5.8 presents the method for calculating a net Underwriting position or reduced net Underwriting position, which is then included in the calculation of Market Risk Capital Requirements as specified in this chapter. PIB section A5.8 also deals with Concentration Risk.

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