PRU A5.3 Equity Risk Capital Requirement
- Guidance
- PRU A6.3.1
- PRU A6.3.2
- PRU A6.3.3
- PRU A6.3.4
- PRU A6.3.5
- PRU A6.3.6
- PRU A6.3.7
- PRU A6.3.8
- Derivation of notional positions
- Depository receipts
- Equity swaps
- Equity Futures and forwards
- Equity Options and company issued Warrants
- Netting
- Calculation of the Equity Risk Capital Requirement
- The concentration test
- Standard method
- Specific Risk
- Simplified method