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

Regulations

Regulations relating to Banks' Financial Instrument Trading

Chapter 4 : Position Risk

13. 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]