PRU 5 MARKET RISK
- Introduction
- PRU 5.1 Application
- PRU 5.2 Market Risk systems and controls
- PRU 5.3 Calculation of the Market Risk Capital Requirement
- PRU 5.4 Interest Rate Risk Capital Requirement
- PRU 5.5 Equity Risk Capital Requirement
- PRU 5.6 Foreign Exchange Risk Capital Requirement
- PRU 5.7 Commodities Risk Capital Requirement
- PRU 5.8 Option Risk Capital Requirement
- PRU 5.9 Collective Investment Fund Risk Capital Requirement
- PRU 5.10 Securities Underwriting Capital Requirement
- PRU 5.11 Use of internal Market Risk models