CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 11 of 2008 - ARS 116.0 - Market Risk
Column 2. Positions attracting 4% specifColumn 2. Positions attracting 4% specific risk charge
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Column 2. Positions attracting 4% specific risk charge
A portfolio is both liquid and well diversified if it satisfies the conditions outlined in paragraphs 36 and 37 of Attachment B to APS 116. The specific risk charge for such portfolios is 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 column 2 Positions attracting 4% specific risk charge.