PART 3: Other Risks
- CA-7 Operational Risk
- CA-8 Market Risk — Trading Book
- CA-9 Market Risk — Interest Rate Risk — (STA)
- CA-10 Market Risk — Equity Position Risk — (STA)
- CA-11 Market Risk — Foreign Exchange Risk — (STA)
- CA-12 Market Risk — Commodities Risk — (STA)
- CA-13 Market Risk — Treatment of Options — (STA)
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CA-14 Market Risk — Use of Internal Models
- CA-14.1 Introduction
- CA-14.2 General Criteria
- CA-14.3 Qualitative Standards
- CA-14.4 Specification of Market Risk Factors
- CA-14.5 Quantitative Standards
- CA-14.6 Back-Testing
- CA-14.7 Stress Testing
- CA-14.8 External Validation of Models
- CA-14.9 Letter of Model Recognition
- CA-14.10 Combination of Internal Models and the Standardised Methodology
- CA-14.11 Treatment of Specific Risk
- CA-14.12 Model Validation Standards
- CA-14.13 Principles for Calculating the Incremental Risk Charge (IRC)
- CA-15 Leverage Ratio and Gearing Requirements
- CA-16 Prudent Valuation Guidance