Market risk
The risk of losses in on- and off-balance sheet positions arising from movements in market prices. The risks that are subject to the market risk capital requirement are:
(a) Equity position risk in the trading book (see Chapter CA-10);1
(b) Interest rate risk in trading positions in financial instruments in the trading book (see Chapter CA-9);
(c) Foreign exchange risk (see Chapter CA-11); and
(d) Commodities risk (see Chapter CA-12).
1 Equity positions in the banking book are dealt with under Paragraph CA-3.2.26.
Added: January 2015