CA-1.1.4
Past version: Effective from 01 Apr 2008 to 31 Mar 2011
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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.
Apr 08