Calculation of Capital Requirement for Model-Ineligible Trading Desks
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Status: In-Force
13.40
The regulatory capital requirement associated with trading desks that are either out-of-scope for model approval or that have been deemed ineligible to use an internal model (Cu) is to be calculated by aggregating all such risks and applying the standardised approach.
