Notice SFA 04-N13 Risk Based Capital Adequacy Requirements for Holders of Capital Markets Services Licences
How to comply with risk based capital adequacy requirements.
These guidelines apply to capital markets services (CMS) licensees:
in respect of capital computations before 3 April 2015 and financial returns before 1 July 2015.
They specify how counterparty risk requirement should be computed for specified structured warrants in the following scenarios: