• PRU 5.9 PRU 5.9 Collective Investment Fund Risk Capital Requirement

    • PRU 5.9.1

      An Authorised Person in Category 1, 2 or 5 must calculate its Collective Investment Fund Risk Capital Requirement in respect of Trading Book positions in Units in a Collective Investment Fund by:

      (a) applying its internally developed Market Risk model which has been approved by the Regulator for this purpose; or
      (b) applying the Rules set out in Section A5.7.