PRU A6.8 Securities Underwriting Risk Capital Requirement
- Guidance
- PRU A6.8.1
- PRU A6.8.2
- Commitment to underwrite Securities
- Grey market transactions
- Calculating the net Underwriting position
- Time of initial commitment
- Working day 0
- Calculating the reduced net Underwriting position
- Reduction Factors
- Large Exposure risk from Underwriting Securities: Calculating the net Underwriting Exposure
- Risk management