K-CON requirement
15the part of the K-factor requirement that accounts for concentration risk in the trading book of a MIFIDPRU investment firm, calculated in accordance with MIFIDPRU 5.7.
You are viewing the version of the document as on 2023-03-30.
15the part of the K-factor requirement that accounts for concentration risk in the trading book of a MIFIDPRU investment firm, calculated in accordance with MIFIDPRU 5.7.