CTHRepealedLegislation
Financial Sector (Collection of Data) determination No. 68 of 2005 - Reporting Standard ARS 113.0 (2005) - Market Risk
Table 11: Contingent loss method - foreiTable 11: Contingent loss method - foreign exchange and gold
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Table 11: Contingent loss method - foreign exchange and gold
Report the maximum loss figure obtained from the scenario matrix constructed for each currency pair and gold (see paragraphs 104 to 109 of Guidance Note AGN 113.3 The Standard Method). The column will be summed to obtain a total capital charge. This figure will also be entered in item “C d)” on the Market Risk Summary Report.