Maintenance Act, 1998
R 385
Banks Act, 1990 (Act No. 94 of 1990)RegulationsRegulations relating to Banks' Financial Instrument TradingChapter 4 : Position Risk13. Calculation of position risk: standardised methods |
Subject to the provisions of regulations 8 and 12, a bank shall on a daily basis calculate its position-risk requirement, at the discretion of the bank, either in accordance with Method 1, as set out in regulation 14, or Method 2, as set out in regulation 15.
[Regulation 13 substituted by regulation 4 of Notice No. R. 1465, GG 24088, dated 22 November 2002]