CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 4 of 2006 - Reporting Standard ARS 113.0 - 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 AGN 113.3. 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”.