Market Risk in the Banking Book

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

See also

• Bank supervision
• Banking book
• Basis risk
• Capital adequacy
• Commodity risk
• Economic value of equity (EVE)
• Equity risk
• Foreign exchange risk
• Interest rate risk
• Interest Rate Risk in the Banking Book (IRRBB)
• Market risk
• MCRMR
• NII
• Shock
• Trading book
• Yield curve risk