Luxury good and Market Risk in the Banking Book: Difference between pages
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'' | ''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 == | == 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]] | |||
[[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