Delta-plus method | Rulebook

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ABU DHABI GLOBAL MARKET
ADGM LEGAL FRAMEWORK
FSRA LEGISLATION
Rules
Prudential — Investment, Insurance Intermediation and Banking Rules (PRU) [VER11.270422]
PRU APP6 MARKET RISK
PRU A6.6 Option Risk Capital Requirement
Delta-plus method

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Oct 21 2015 - Oct 20 2015
Oct 21 2015

‹ PRU A6.6.4

Guidance ›

Delta-plus method

Guidance
PRU A6.6.5
PRU A6.6.6
PRU A6.6.7
PRU A6.6.8
PRU A6.6.9
- Guidance
PRU A6.6.10

‹ PRU A6.6.4

Guidance ›

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