Financial Sector (Collection of Data) (reporting standard) determination No. 50 of 2013 - LRS 117.0 - Asset Concentration Risk Charge
6. Asset Concentration Risk Charge6. Asset Concentration Risk Charge
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6. Asset Concentration Risk Charge
The asset concentration risk charge is the minimum amount of capital required to be held against asset concentration risks. The asset concentration risk charge relates to the risk of a life company’s concentration in particular assets resulting in adverse movements in the life company’s capital base.
This is calculated automatically as the sum of item 4 and item 5.