CA-1.1.4
Market risk is defined as the risk of losses in on- or off-balance-sheet positions arising from movements in market prices. The risks subject to the capital requirement of this module are:
(a) The risks pertaining to equities in the trading book;
(b) Foreign exchange risk throughout the bank; and
(c) Commodity risk throughout the bank.
Amended: April 2011
April 2008
April 2008