Skip to main content

General

C 164/2018 Effective from 29/9/2018
  1. 1. The Board must ensure compliance with a documented set of internal policies, controls and procedures concerning the operation of the market risk measurement system. Documentation in the form of a market risk manual or policy must provide a useable and understandable overview of the basic principles of the market risk management system and an explanation of the empirical techniques used to measure market risk.