Sets the approach to capital against market risk: the unadjusted and adjusted CAR, the applicability of market risk capital requirements and the de minimis exemption, the reporting framework, market risk measurement methods, calculation of the adjusted CAR and the definition of the trading book, with Annex A on measuring positions for the de minimis test. Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §16(10); version V.1, 08.03.02; applies to locally incorporated AIs.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.