PRU A6.5 Commodities Risk Capital Requirement | Rulebook

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ABU DHABI GLOBAL MARKET
ADGM LEGAL FRAMEWORK
FSRA LEGISLATION
Rules
Prudential — Investment, Insurance Intermediation and Banking Rules (PRU) [VER09.310321]
PRU APP6 MARKET RISK
PRU A6.5 Commodities Risk Capital Requirement

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Versions

Oct 21 2015 - Oct 20 2015
Oct 21 2015 - Oct 20 2015
Oct 21 2015

‹ PRU A6.4.6

Guidance ›

PRU A6.5 Commodities Risk Capital Requirement

Guidance
PRU A6.5.1
Calculation of Commodities Risk Capital Requirement
- PRU A6.5.2
Treatment of commodity Derivatives
- PRU A6.5.3
- PRU A6.5.4
Maturity Ladder approach
- PRU A6.5.5
Simplified Approach
- PRU A6.5.6

‹ PRU A6.4.6

Guidance ›

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