• PRU 5.7 PRU 5.7 Commodities Risk Capital Requirement

    • PRU 5.7.1

      An Authorised Person in Category 1, 2 or 5 must calculate its Commodities Risk Capital Requirement in respect of Trading Book and Non-Trading Book commodity positions by:

      (a) applying its internal Market Risk model which has been approved by the Regulator for this purpose; or
      (b) applying the Rules set out in Section A5.5.