IBANK 6.3.3 Using simplified Approach
An Islamic banking business firm that does not write options must calculate capital charges in accordance with:
(a) rule 6.3.4 for a position that is a 'long cash and long put' or 'short cash and long call' position; or
(b) rule 6.3.5 for a position that is a 'long put' or 'long call' position.
|Derived from QFCRA RM/2015-2 (as from 1st January 2016).|