• PRU 5.5 PRU 5.5 Equity Risk Capital Requirement

    • PRU 5.5.1

      An Authorised Person in Category 1, 2 or 5, must calculate its Equity Risk Capital Requirement in respect of Trading Book transactions:

      (a) by applying its internal Market Risk Model which has been approved by the Regulator for this purpose; or
      (b) by applying the Rules set out in Section A5.3.