Regulatory Alerts2015-06-27 | BSD/DIR/GEN/BAS/08/031/3Added · Updated
Guidance Note on the Calculation of Capital Requirement for Market Risk
The Central Bank of Nigeria's guidance note outlines capital requirements for market risk using the Standardized Approach. Banks must assess market risk on trading book positions, including debt securities, equity, and derivatives, and calculate specific and general risk capital charges. Foreign exchange and commodity risk are also addressed, with netting and offsetting rules provided for managing these risks.
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