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Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 28 June 2021 - onwards
  Version 5 of 5    

Article 104 Inclusion in the trading book

1. Institutions shall have in place clearly defined policies and procedures for determining which position to include in the trading book for the purposes of calculating their capital requirements, in accordance with the requirements set out in Article 102 and the definition of trading book in accordance with point (86) of Article 4(1), taking into account the institution's risk management capabilities and practices. The institution shall fully document its compliance with these policies and procedures and shall subject them to periodic internal audit.

2. [deleted]

Comparing proposed amendment...