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Financial Markets Act, 2012 (Act No. 19 of 2012)

Regulations

Financial Markets Act Regulations

Schedule A

Market Risk

Table 30(C): Horizontal disallowances

 

Schedule A

 

Market Risk

 

Table 30(C): Horizontal disallowances

 

Time zone1

Disallowance factor within the relevant time zone

Disallowance factor between adjacent time zone

Disallowance factor between time zones 1 and 3

1

40%

 

 

 

 

40%

 

2

30%

 

100%

 

 

40%

 

3

30%

 

 

 

1. Based on the maturity bands specified in table 3 above.