standard market risk PRR rules
(in BIPRU)120 45the rules relating to the calculation of the market risk capital requirement excluding the VaR model approach and any rules modified so as to provide for the CAD 1 model approach.
(in BIPRU)120 45the rules relating to the calculation of the market risk capital requirement excluding the VaR model approach and any rules modified so as to provide for the CAD 1 model approach.
