Regulatory Alerts2026-05-29
Added · Updated
Good practices on market risk capital charge calculation and related risk management
The regulator issued this circular to establish good practices for calculating market risk capital charges and managing related risks for all authorized institutions. The document outlines specific methodologies and standards to ensure consistent and robust capital adequacy assessments. It serves as a key reference for implementing revised market risk standards and aligning with international frameworks such as FRTB.
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