PD-1.3.27
Past version: Effective from 01 Apr 2008 to 30 Sep 2010
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Banks must disclose the following items:
a) The general qualitative disclosure requirements for market
risk (PD-1.3.21), identifying the concerned portfolios (special
mention must be made of assets that do not have a ready
market and/or which are exposed to high price volatility);
b) The capital requirements for each category of the market risk
items below on an end period basis, as well as showing the
maximum and minimum values during the period:
• Equity position risk;
• market risk on trading positions in sukuk;
• Foreign exchange risk (i.e. net open position);
• Commodity risk (i.e. price risk).
April 2008