Calculation of Capital Requirement for Model-Ineligible Trading Desks
Effective from Dec 28 2022 - Dec 31 2022
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| 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. | ||