Position Risk Requirement definition

Position Risk Requirement means the amount calculated under Rule 19.9;
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Position Risk Requirement means the capital requirements for position risk calculated in accordance with Chapter 2 of Title IV of Part Three of the prudential requirements regulation; and
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Position Risk Requirement means the risk requirement in relation to the member’s own positions in securities, as determined by the JSE; ”non-broking member” deleted with effect from 1 August 2005 ”non-clearing member” deleted with effect from 1 August 2005 ”non-executive director” amended with effect from 1 August 2005 ”option contract” amended with effect from 1 August 2005”other investments” deleted with effect from 1 August 2005 ”own funds” amended with effect from 1 August 2005”physically settled futures contract” amended with effect from 1 August 2005 ”position risk requirement” amended with effect from 1 August 2005
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Examples of Position Risk Requirement in a sentence

  • The Foreign Exchange Position Risk Requirement (FX PRR) charge is the amount of regulatory capital required to cover the risk of losses on open foreign currency positions due to movements in foreign exchange rates.

  • CA-2.1.4 Any Tier 3 capital held in excess of the Position Risk Requirement, therefore, is not taken into account when calculating total Regulatory Capital held.

  • Tier 3 capital can only be used to meet the Position Risk Requirement (as defined in Section CA-3.2).

  • MODULECA: Capital AdequacyCHAPTERCA-1: Capital Adequacy Requirements CA-1.2 Initial and Risk-Based Capital Requirements (continued) CA-1.2.8The Risk-based Capital Requirement is the sum of a firm’s Expenditure Requirement, Position Risk Requirement (PRR), Counterparty Risk requirement (CRR), and Foreign Exchange Risk Requirement (FER), as defined in Chapter CA-3.

  • Pillar 1 market risk for the Firm is in respect of foreign exchange Position Risk Requirement (“PRR”).

  • Total Risk Requirement means the sum of: (a) Operational Risk Requirement; (b) Counterparty Risk Requirement; (c) Large Exposure Risk Requirement; (d) Position Risk Requirement; (e) Underwriting Risk Requirement; and (f) Non-Standard Risk Requirement, however where an asset or liability is an Excluded Asset or Excluded Liability a risk requirement otherwise applicable under paragraphs (a) to (e) is not included.

  • It is therefore considered beneficial to also have a separate SRF for Mayfield, and to consult on it alongside the wider Piccadilly framework.

  • Subdivision 6: Commodity Derivative Position Risk Requirement 6.2.64 A CMSL shall calculate a commodity derivative position risk requirement in accordance with paragraphs 6.2.65 to 6.2.77 for any position in a physical commodity derivative contract (other than a derivative contract on gold), except to the extent that the CMSL is permitted under paragraph 6.2.58 to elect and has elected to calculate a commodity position risk requirement for the physical commodity derivative contract.

  • Subdivision 2: Equity Derivative Position Risk Requirement 6.2.13 A CMSL shall calculate an equity derivative position risk requirement in accordance with paragraphs 6.2.14 to 6.2.26 for any position in an equity derivative contract, except to the extent that the CMSL is permitted under paragraph 6.2.5 to elect and has elected to calculate an equity position risk requirement for the equity derivative contract.

  • Retail ClientDefined in Rule BC-2.2.8. A retail client means a client who is not classified as an expert investor or an accredited investor under Rules BC-2.2.9 and BC-2.2.1 Risk-based Capital Requirement(s)Defined in Rule CA-1.2.8. The Risk-Based Capital Requirement is the sum of a firm‟s Expenditure Requirement, Position Risk Requirement (PRR), Counterparty Risk Requirement (CRR), and Foreign Exchange Risk Requirement (FER).


More Definitions of Position Risk Requirement

Position Risk Requirement means the amount of own funds required in relation to the member’s open positions in securities as determined by the NSE;
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Position Risk Requirement means the risk requirement in relation to the member’s own positions in securities, as determined by the JSE;
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Position Risk Requirement means the sum of a Member‟s individual Position Risk Requirements, calculated as a percentage of the market or realizable value of each financial instrument held, as specified in Part 4 of Appendix A8.1.
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Related to Position Risk Requirement

  • MREL Requirement means the minimum requirement for own funds and eligible liabilities which is or, as the case may be, will be applicable to the Issuer;

  • PJM Region Reliability Requirement means, for purposes of the Base Residual Auction, the Forecast Pool Requirement multiplied by the Preliminary PJM Region Peak Load Forecast, less the sum of all Preliminary Unforced Capacity Obligations of FRR Entities in the PJM Region; and, for purposes of the Incremental Auctions, the Forecast Pool Requirement multiplied by the updated PJM Region Peak Load Forecast, less the sum of all updated Unforced Capacity Obligations of FRR Entities in the PJM Region.

  • Minimum Annual Resource Requirement means, for Delivery Years through May 31, 2017, the minimum amount of capacity that PJM will seek to procure from Annual Resources for the PJM Region and for each Locational Deliverability Area for which the Office of the Interconnection is required under Tariff, Attachment DD, section 5.10(a) to establish a separate VRR Curve for such Delivery Year. For the PJM Region, the Minimum Annual Resource Requirement shall be equal to the RTO Reliability Requirement minus [the Sub-Annual Resource Reliability Target for the RTO in Unforced Capacity]. For an LDA, the Minimum Annual Resource Requirement shall be equal to the LDA Reliability Requirement minus [the LDA CETL] minus [the Sub-Annual Resource Reliability Target for such LDA in Unforced Capacity]. The LDA CETL may be adjusted pro rata for the amount of load served under the FRR Alternative.

  • Performance Requirements The ordering entity reserves the right to inspect and verify that all deliveries are in accordance with specifications, both at the point of delivery and at the point of use. For orders that specify an “authorized party” to receive and inspect deliveries and/or installations, acceptance and inspection procedures must be performed by the” authorized party” to be considered and accepted by the ordering entity. Products inspected at the time of use are subject to refusal and return requirements for issues of quality such as defects in manufacturing and/or workmanship. Products will not be considered accepted by the ordering entity until the installation is complete for the applicable products.

  • Minimum Participation Requirements means a set of minimum training, risk management, communication and capital or collateral requirements required for Participants in the PJM Markets, as set forth herein and in the Form of Annual Certification set forth as Tariff, Attachment Q, Appendix 1. Participants transacting in FTRs in certain circumstances will be required to demonstrate additional risk management procedures and controls as further set forth in the Annual Certification found in Tariff, Attachment Q, Appendix 1.

  • Minimum Extended Summer Resource Requirement means, for Delivery Years through May 31, 2017, the minimum amount of capacity that PJM will seek to procure from Extended Summer Demand Resources and Annual Resources for the PJM Region and for each Locational Deliverability Area for which the Office of the Interconnection is required under Tariff, Attachment DD, section 5.10(a) to establish a separate VRR Curve for such Delivery Year. For the PJM Region, the Minimum Extended Summer Resource Requirement shall be equal to the RTO Reliability Requirement minus [the Limited Demand Resource Reliability Target for the PJM Region in Unforced Capacity]. For an LDA, the Minimum Extended Summer Resource Requirement shall be equal to the LDA Reliability Requirement minus [the LDA CETL] minus [the Limited Demand Resource Reliability Target for such LDA in Unforced Capacity]. The LDA CETL may be adjusted pro rata for the amount of load served under the FRR Alternative. Minimum Generation Emergency:

  • health and safety specification means a site, activity or project specific document prepared by the client pertaining to all health and safety requirements related to construction work;