Market-Risk Sources, Categories and Treasury Exposures

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Market-Risk Sources, Categories and Treasury Exposures - Article

This article explains the main sources and categories of market risk faced by banks, with special focus on treasury exposures. It covers interest-rate, credit-spread, equity, foreign-exchange, commodity and volatility risks, along with trading liquidity, counterparty and model-risk interactions. It also clarifies Trading Book, Banking Book and current RBI investment-classification concepts that commonly create confusion in CAIIB BFM questions.

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