CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 1 of 2012 - ARS 116.0 - Market Risk
Column 3. Capital chargeColumn 3. Capital charge
Start here
Get a plain-English read of Column 3. Capital charge
Turn the raw legal text into a practical explanation grounded in Financial Sector (Collection of Data) (reporting standard) determination No. 1 of 2012 - ARS 116.0 - Market Risk.
Column 3. Capital charge
Derived field calculated for each commodity as 15 per cent of the net open position (the difference between the total short position and the total long position) plus 3 per cent of the gross position (the sum of the absolute values of the total short position and the total long position).