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R+Z=sqe+&9D0kJs=$2Zfl0cM+-c\"PQcSVJIM)u"Si 58 0 obj 60 0 obj ;A>f%1LNn:eqrR;_JS.FO#fjb+U-pU8'+YJXU\qi+O(UT%Iq`;9*WH)O]-dBb&dJI The Basel Committee on Banking Supervision defines banks’ market risk as “the risk of losses in on- and off-balance sheet risk positions arising from movements in market prices.”. i&M8,Zpuk]YP?upNe>Occ%2hi)MEj]Y\FsYWD""s#)r[LgB7sq>_0=,F(PtAC3Xd0 #nNg>H&jumL-Wh^;7$$s,ZTQ:Z\m\WU0g882;PS$c5VC<>XMo?`thTA*8t?O3fdN) >> ]e99/K,>o[F"5ds]f_Xc&]* Banks, in addition to risk management functions for various risk categories may institute a setup that supervises overall risk management at the bank. f\AP6r%9uK\Mdp9+NkUCXEcMOekUB8410*c))br3*jF&(4O"AT-$?6\fg:m[G]Esd5hRG#;XTcs"`Zul%KUh#H7^:jeZ /F0 6 0 R J.RTgd? 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