RCA3 Sheet "Agg. Cap for Mkt. Risk" Line Item (I) Interest rate related instruments [ A + (B or C , whichever is more)]
(Doc ID 2590314.1)
Last updated on SEPTEMBER 26, 2019
Applies to:Oracle Financial Services Basel Regulatory Capital Internal Ratings Based Approach - Version 8.0.0 and later
Information in this document applies to any platform.
Inclusion of delta capital charge for the line item (A) Capital charge for market risk for securities held under HFT-> Interest rate (a+b) -> a. General market risk -> iv Options, in RCA3 sheet Agg. cap for mkt. risk
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