Regulatory Alerts2016-08-08
Instruction No. 14/2016 of August 8 on the Calculation and Requirement of Regulatory Capital for Market Risk and Counterparty Credit Risk in the Trading Book
The Bank of Angola issued Instruction No. 14/2016 to establish detailed technical specifications for calculating regulatory capital requirements for market risk and counterparty credit risk within the trading book. The document defines key financial terms and mandates that financial institutions apply specific methodologies outlined in its annexes to determine net positions and risk exposures. Compliance is required according to transitional provisions, with non-compliance constituting an offense punishable under the Basic Law of Financial Institutions.
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