K-CON requirement
the 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.
Glossary Related Taxonomy Legal Instruments
the 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.