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Central Bank of Nigeria

Guidance Notes on the Calculation of Capital Requirement for Market Risk for Non-interest Financial Institutions in Nigeria

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Author
Central Bank of Nigeria
Pages
15 pages

This guidance establishes methods and requirements for calculating market risk capital charges for non-interest financial institutions in Nigeria. It addresses trading book eligibility and governance, equity and Sukuk positions, foreign exchange exposure, commodities and inventory risk, valuation, offsetting, maturity and duration methods, risk measurement, and…

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