PD-1.3.27
Past version: Effective from 01 Oct 2010 to 31 Mar 2011
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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); and
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); and
• Commodity risk (i.e. price risk).
Amended October 2010
April 2008
April 2008