CTHRepealedLegislation
Financial Sector (Collection of Data) determination No. 68 of 2005 - Reporting Standard ARS 113.0 (2005) - Market Risk
Positions attracting 4 per cent specificPositions attracting 4 per cent specific risk charge
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Positions attracting 4 per cent specific risk charge
A portfolio is both liquid and well diversified if it satisfies the conditions outlined in paragraphs 39 to 41 of Guidance Note AGN 113.3 The Standard Method. The specific risk charge is then equal to 4 per cent of the gross position. The gross value of all positions subject to a 4 per cent specific risk charge is to be reported in the third column: “Positions attracting 4% specific risk”.