concentration risk soft limit
256the limit specified in MIFIDPRU 5.5.1R on the exposure value a firm has to a client or a group of connected clients, above which a firm is required to calculate the K-CON requirement.
You are viewing the version of the document as on 2024-09-26.
256the limit specified in MIFIDPRU 5.5.1R on the exposure value a firm has to a client or a group of connected clients, above which a firm is required to calculate the K-CON requirement.