Directives and interpretations for completion of monthly return concerning market risk (Form BA 320)
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Subregulations (1) to (2)

Subregulation (3)

Subregulation (4)

Subregulation (5) Combination of the internal models approach and the standardised approach

Subregulation (6)

Subregulation (7) Method 1: standardised approach

Subregulation (8) Method 2: Internal models approach

Subregulation (9) A bank shall complete the form BA 320 in accordance with such instructions or requirements as may be determined or directed in writing by the Authority