CTHRepealedLegislation
Financial Sector (Collection of Data) determination No. 68 of 2005 - Reporting Standard ARS 113.0 (2005) - Market Risk
Total market risk chargeTotal market risk charge
Start here
Get a plain-English read of Total market risk charge
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) determination No. 68 of 2005 - Reporting Standard ARS 113.0 (2005) - Market Risk.
Total market risk charge
The total market risk charge is the sum of the value of column 5 (total specific risk charge) and the value of column 7 (general market risk charge). For each market this total is to be reported in column 8: “Total Market Risk Charge”.
The total market risk charge across all countries will equal to the sum of column 7. This capital charge number will be reported as Equity Position Risk (item “B a)”) on the Market Risk Summary Report.