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CBB Rulebook: Contents

  • Common Volume
  • Central Bank of Bahrain Volume 1—Conventional Banks
  • Central Bank of Bahrain Volume 2—Islamic Banks
    • Part A
      • Introduction
      • High Level Standards
      • Business Standards
        • BC Business and Market Conduct
        • CA Capital Adequacy
          • PART 1: Definition of Capital
          • PART 2: Credit Risk
          • PART 3: Other Risks
            • CA-5 Market Risk
              • 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
            • CA-6 Operational Risk
            • CA-7 Profit Sharing Investment Accounts
            • CA-8 Sukuk and Securitisation
            • CA-9 Real Estate Activities
            • CA-10 Leverage Ratio and Gearing Requirements
        • RM Risk Management
        • CM Credit Risk Management (Effective June 2022)
        • OM Operational Risk Management
        • LM Liquidity Risk Management
        • FC Financial Crime
        • TC Training and Competency
        • ICCAP Internal Capital Adequacy Assessment Process
        • ST Stress Testing
        • DS Domestic Systemically Important Banks
        • RR Reputational Risk Management
        • DA Digital Financial Advice
      • Reporting Requirements
      • Enforcement & Redress
    • Part B
    • Quarterly Updates
    • Ad-hoc Communications
    • Archived Part A
    • Archived Part B
  • Central Bank of Bahrain Volume 3—Insurance
  • Central Bank of Bahrain Volume 4—Investment Business
  • Central Bank of Bahrain Volume 5—Specialised Licensees
  • Central Bank of Bahrain Volume 6—Capital Markets
  • Central Bank of Bahrain Volume 7—Collective Investment Undertakings
  • Bahrain Bourse (BHB) Material
  • Central Bank of Bahrain and Financial Institutions Law 2006
  • Bahrain Anti Money Laundering Law 2001
  • Regulation Governing Collective Investment Schemes June 2003
  • Bahrain Stock Exchange Law 1987
  • Bahrain Financial Trust Law 2006
  • Bahrain Insurance Law 1987
  • Bahrain Monetary Agency Law 1973
  • Commercial Companies Law 2001
  • CBB Disclosure Standards
  • CBB Debt Securities Guidelines
  • Ministerial Order — Money Laundering
  • CBB Resolution on Dissemination of Listed Companies' Financial Statements and Board of Directors' Meetings
  • CBB Regulations and Resolutions
  • The Corporate Governance Code of the Kingdom of Bahrain
  • Archive
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Breadcrumb

  1. Central Bank of Bahrain Volume 2—Islamic Banks
  2. Part A
  3. Business Standards
  4. CA Capital Adequacy
  5. PART 3: Other Risks
  6. CA-5 Market Risk
  7. CA-5.1 Trading Book
  Versions

 
‹ CA-5 Market Risk Definition of the Trading Book and Introduction ›

CA-5.1 Trading Book

  • Definition of the Trading Book and Introduction
    • CA-5.1.1
    • CA-5.1.2
    • CA-5.1.3
    • CA-5.1.4
    • CA-5.1.5
  • Policies and Procedures
    • CA-5.1.6
    • CA-5.1.7
  • Prudent Valuation Guidance for the Trading book and the Banking Book
    • CA-5.1.8
    • CA-5.1.8.A
    • CA-5.1.9
    • CA-5.1.9A
  • Systems and Controls
    • CA-5.1.10
  • Valuation Methodologies
    • Marking to Market
    • Marking to Model
  • Independent Price Verification
    • CA-5.1.15
    • CA-5.1.16
  • Valuation Adjustments
    • CA-5.1.17
    • CA-5.1.18
  • Adjustment to the Current Valuation of Less Liquid Positions for Regulatory Capital Purposes
    • CA-5.1.18.A
    • CA-5.1.19
    • CA-5.1.20
‹ CA-5 Market Risk Definition of the Trading Book and Introduction ›

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