Trading book: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand for new Fundamental Review of the Trading Book page.) |
imported>Doug Williamson (Add link.) |
||
| (2 intermediate revisions by the same user not shown) | |||
| Line 16: | Line 16: | ||
* [[Arbitrage]] | * [[Arbitrage]] | ||
* [[Banking book]] | * [[Banking book]] | ||
* [[Book]] | |||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Fundamental Review of the Trading Book]] | * [[Fundamental Review of the Trading Book]] | ||
* [[Hedging]] | * [[Hedging]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Market risk]] | * [[Market risk]] | ||
* [[MCRMR]] | * [[MCRMR]] | ||
* [[ | * [[Market Risk in the Banking Book]] (MRBB) | ||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
Latest revision as of 15:19, 14 July 2022
Bank supervision - capital adequacy.
For capital adequacy calculation purposes, a bank's trading book includes any instruments which are held for any one or more of:
- Short term resale.
- Profiting from short term price movements.
- Locking in arbitrage profits.
- Hedging risks arising from any of these activities.
The trading book is distinguished from the banking book.
The banking book includes all instruments which are not in the trading book.
