PRU 3.5.3 PRU 3.5.3
An Authorised Person must calculate its Market Risk Capital Requirement in accordance with the applicable Rules in Chapter 5.
Guidance1. Detailed Rules and Guidance in respect of the Market Risk Capital Requirement and each of its components are contained in Chapter 5.2. Rules and Guidance in respect of calculating Market Risk for Islamic Contracts are contained in the IFR rules.