Capital Charge for Market Risk

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Capital Charge for Market Risk - Article

This article explains how banks calculate regulatory capital for market risk under the RBI framework. It covers interest-rate risk, specific and general market risk, the Standardised Duration Method, equity risk, foreign-exchange and gold positions, and conversion of market-risk capital into RWA. The numerical logic helps CAIIB BFM learners identify the correct exposure, charge and calculation sequence without duplicating solved examples.

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