Statistics Act, 1999
R 385
Financial Markets Act, 2012 (Act No. 19 of 2012)RegulationsFinancial Markets Act RegulationsSchedule AMarket RiskTable 30(C): Horizontal disallowances |
Schedule A
Market Risk
Table 30(C): Horizontal disallowances
|
Time zone1 |
Disallowance factor within the relevant time zone |
Disallowance factor between adjacent time zone |
Disallowance factor between time zones 1 and 3 |
|
1 |
40% |
|
|
|
|
|
40% |
|
|
2 |
30% |
|
100% |
|
|
|
40% |
|
|
3 |
30% |
|
|
| 1. | Based on the maturity bands specified in table 3 above. |
