Banks Act, 1990 (Act No. 94 of 1990)

Regulations

Regulations relating to Banks

Chapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof

28. Market risk

Directives and interpretations for completion of monthly return concerning market risk (Form BA 320)

Subregulation (7) Method 1: standardised approach

Subregulation (7)(g)

Purchase

(g)

The reporting bank's total capital requirement in terms of the standardised approach for the measurement of the bank's exposure to market risk shall be equal to the sum of the respective capital requirements calculated in accordance with the relevant requirements and instruments specified in this subregulation (7).