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