Market Risk in the Banking Book: Difference between revisions
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imported>Doug Williamson (Create page - source - MRBB page.) |
imported>Doug Williamson (Mend link.) |
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* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Commodity risk]] | * [[Commodity risk]] | ||
* [[Economic value of equity]] (EVE) | |||
* [[Equity risk]] | * [[Equity risk]] | ||
* [[Foreign exchange risk]] | * [[Foreign exchange risk]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
Latest revision as of 09:24, 24 June 2022
Bank supervision - capital adequacy.
(MRBB).
Market Risk in the Banking Book is the risk associated with a change in market rates and prices, and affecting a bank's banking book, as opposed to its trading book.
Market Risk in the Banking Book can include:
- Interest rate risk
- Foreign exchange risk
- Equity risk
- Commodity risk
