125. Institutions should take into account market risk, notably risks derived from losses resulting …

Institutions should take into account market risk, notably risks derived from losses resulting from adverse changes in the value of positions arising from movements in market prices across commodity, credit, equity, foreign exchange and interest rate risk factors. Interest rate risks in trading book positions should be considered by institutions as a component of market risk.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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