CA-5 Market Risk
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CA-5.1 Trading Book
- Definition of the Trading Book and Introduction
- Policies and Procedures
- Prudent Valuation Guidance for the Trading book and the Banking Book
- Systems and Controls
- Valuation Methodologies
- Independent Price Verification
- Valuation Adjustments
- Adjustment to the Current Valuation of Less Liquid Positions for Regulatory Capital Purposes
- CA-5.2 Price Risk
- CA-5.3 Equity Position Risk
- CA-5.4 Sukuk
- CA-5.5 Foreign Exchange Risk
- CA-5.6 Commodities and Inventory Risks