In principle, the approved general risk limit for corporate customers should not be greater than.

In principle, the approved general risk line of corporate customers should provide customers with high-risk credit lines, that is, exposure lines, which shall not exceed the credit control lines of customers.

Risk limit refers to the limit set for market risk measured according to a certain measurement method.

For example, the limit set by the value-at-risk (VaR) measured by the internal model, the duration set by the sensitivity of interest rate products, the limit of PV0 1, and the limit set by the option position. Option position limit refers to the limit set for sensitive parameters reflecting option value, such as the limit set for Delta, Gamma and Vega, and the limit set for risk exposure.

Value at risk is the greatest possible loss of financial assets (or investment portfolio) in a certain period of time in the future under a certain level of confidence. Its specific measurement value is defined as: the maximum possibility of market value change under a possible market condition change in a long enough planning period.

It is a statistical measure of the possible loss of portfolio under normal market fluctuation. Value-at-risk analysis can measure the overall market risk of complex securities portfolio and different business departments composed of different markets and different financial instruments. However, the value-at-risk analysis method is based on historical data and assumes that the scenario will not change.