Luxury good and Market Risk in the Banking Book: Difference between pages

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''Economics''
''Bank supervision - capital adequacy.''


A good with an income elasticity of demand greater than one.
(MRBB).


(Contrasted with a necessity.)
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 ==
== See also ==
* [[Income elasticity of demand]]
* [[Bank supervision]]
* [[Necessity]]
* [[Banking book]]
* [[Normal good]]
* [[Basis risk]]
* [[Inferior good]]
* [[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]]
 
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

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


See also