Published Date: 01 March 2013

Market risk refers to the risk to an institution resulting from movements in market prices, in particular, changes in interest rates, foreign exchange rates, credit spreads, and equity and commodity prices. These guidelines provide financial institutions with guidance on key principles of, and sound practices for market risk management. 

The guidelines cover:

  • Risk management strategy.
  • Policies and procedures for sound market risk management.
  • Measurement, monitoring and control of market risk.