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Health Insurance (prudential standard) determination No. 2 of 2024
Asset Concentration Risk ChargeAsset Concentration Risk Charge
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Asset Concentration Risk Charge
- The Asset Concentration Risk Charge relates to the risk resulting from concentrations in individual assets or large exposures to individual counterparties or groups of related counterparties. The method for determining the Asset Concentration Risk Charge is set out in Prudential Standard HPS 117 Capital Adequacy: Asset Concentration Risk Charge.