SPM-NGL

Archive

CA-G-3 Use of Internal Models to Measure Market Risk

Issue Date:

30 Sep 2002

Supersession Date:

31 Jan 2007

20020930-3-EN.pdf (164.5 KB)

Topic:

Capital Adequacy - Market Risk

Group: Locally Incorporated Authorized Institutions

• Directly related Document
• Cross referenced Document
• Version History
• Superseded Document

Directly related Document

• CIR

  Archive

  30 Sep 2002

  Supervisory Policy Manual CA-G-3: "Use of Internal Models to Measure Market Risk"

• SPM-NGL

  Archive

  11 Oct 2012

  CA-G-3 Use of Internal Models Approach to Calculate Market Risk V3
• SPM-NGL

  Archive

  31 Jan 2007

  CA-G-3 Use of Internal Models Approach to Calculate Market Risk V2

Directly related Document

• CIR

  Archive

  30 Sep 2002

  Supervisory Policy Manual CA-G-3: "Use of Internal Models to Measure Market Risk"

Cross referenced Document

Version History

• SPM-NGL

  Archive

  11 Oct 2012

  CA-G-3 Use of Internal Models Approach to Calculate Market Risk V3
• SPM-NGL

  Archive

  31 Jan 2007

  CA-G-3 Use of Internal Models Approach to Calculate Market Risk V2

Superseded Document

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