PRU APP2 GENERAL REQUIREMENTS
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PRU A2.1 Detail in the Trading Book
- PRU A2.1.1
- Value of Trading Book positions
- Positions included in the Trading Book
- Trading intent
- Treatment of structural foreign exchange positions
- Repurchase and reverse repurchase agreements
- Hedging of a Trading Book Exposure by a non-Financial Instrument
- Transfer of General Market Risk between the Trading Book and the Non-Trading Book
- PRU A2.2 Trading Book Policy
- PRU A2.3 Risk management systems and controls for Trading Book
- PRU A2.4 Reporting to the Regulator
- PRU A2.5 Prudent Valuation Practices