Regulatory Alerts2016-06-22
Notice No. 04/2016 on Regulatory Capital Requirements for Market Risk and Counterparty Credit Risk in the Trading Book
The Bank of Angola issues Notice No. 04/2016 to establish regulatory capital requirements for market risk and counterparty credit risk within the trading book of supervised financial institutions. The notice defines key terms, mandates calculation methods based on specific instructions, and allows for consolidated application by parent companies of financial groups. It supersedes previous instructions, outlines reporting obligations, and sets the entry into force date as the day of publication.
Share