IBANK 6.6.6 Measuring General Risk

(1) General risk is measured using the maturity method. In that method, positions are allocated to a maturity ladder before the capital charge is calculated.
(2) The firm must add the absolute values of the individual net positions within each time band, whether long or short. The sum of the absolute values is the firm's gross position.
Derived from QFCRA RM/2015-2 (as from 1st January 2016).