To ensure oversight and management of market risk by defining and measuring adherence to risk appetite, limits and loss tolerance levels as a subset of the overall markets financial risk appetite, and ensuring support on aggregating risk appetite across these risk types. […]
Identification, measurement, mitigation, and reporting of market risk exposures within the bank’s Trading and Banking book. The risk classes to be responsible for include among others: – general market risk, interest rate risk affecting both Trading and Banking books, foreign exchange rate risk, liquidity risk and contingency...