calculation of foreign exchange risk capital requirement 9A N 4 Inclusion in

Calculation of foreign exchange risk capital

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calculation of foreign exchange risk capital requirement §9/A N
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4. Inclusion in the trading book Annex VII Part D L: Act No. 138 of 2007 on investment firms and commodities firms and on the pursuit of business R: Government Decree No 244 of 2000 on the management of trading book positions, exposures, the control of large exposures and the calculation of foreign exchange risk capital requirement §103-104 §3 N N III. Own funds Art.12 to 17 L: Act No. 138 of 2007 on investment firms and commodities firms and on the pursuit of business R: Finance Minister's Decree No. 27 of 2007 on consolidated own funds and the calculation of consolidated capital §105 Annex II §2-§12 N N IV. Provisions against risks Art.18 to 21 L: Act No. 138 of 2007 on investment firms and commodities firms and on the pursuit of business R: Government Decree No 244 of 2000 on the management of trading book positions, exposures, the control of large exposures and the calculation of foreign exchange risk capital requirement §105 §12 N N 1. Capital requirements for position risk Annex I R: Government Decree No 244 of 2000 on the management of trading book positions, exposures, the control of large exposures and the calculation of foreign exchange risk capital requirement Chapter IV Annex II-V N 2. Capital requirements for settlement and counterparty risk Annex II R: Government Decree No 244 of 2000 on the management of trading book positions, exposures, the control of large exposures and the calculation of foreign exchange risk capital requirement Chapter V Annex VI-VII N 3. Capital requirements for foreign exchange risks Annex III R: Government Decree No 244 of 2000 on the management of trading book positions, exposures, the control of large exposures and the
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