General market risk definition

General market risk means changes in the market value of covered positions result- ing from broad market movements, such as changes in the general level of interest rates, equity prices, foreign exchange rates, or commodity prices.

General market risk means the risk of loss in the value of an AI’s market risk exposures arising from changes in interest rates, exchange rates, equity prices or commodity prices;

General market risk means changes in the market value of covered positions result- ing from broad market movements, such as changes in the general level of interest rates,

Examples of General market risk in a sentence

• General market risk must be distinguished from the specific risk attached to the company itself.

• General market risk associated with interest rate risk instruments are calculated using the Maturity Method.

• General market risk applies to positions in all derivative products in the same manner as for cash positions, subject only to an exemption for fully or very closely matched positions in identical instruments as defined in paragraphs above.

• General market risk is defined as changes in the market value of positions resulting from broad market movements, such as changes in the general level of interest rates, equity prices, foreign exchange rates, or commodity prices.

• General market risk and specific risk capital charges must also be calculated on the long position in the reference obligation.

• General market risk and specific risk capital charges must also be calculated on the short position in the reference obligation.

• General market risk charge towards interest rate risk in the portfolio, where long and short positions in different securities or instruments can be offset.

• General market risk includes risks which relate to a change in the general interest rate structure and are therefore, calculated per currency.

• General market risk General market risk may affect all investments to the extent that the value of a particular investment could change in a way that is detrimental to a Sub-Fund's interests due to factors beyond the reasonable control of the Fund.

• General market risk means the risk of loss that could result from broad market movements, such as changes in the general level of interest rates, credit spreads, equity prices, foreign exchange rates, or commodity prices.

More Definitions of General market risk

General market risk means a risk of loss arising from adverse changes in market prices;

General market risk means the risk from changes in the value of underlying instrument due to changes in general market factors e.g. interest rate volatility2.2 The capital charge for interest rate risk under the Standardized Approach equals the sum of 1) Specific Risk capital charge, and 2) General Market Risk capital charge, where Long and Short positions can be offset in each currency.Guideline on exemption of transactions from the calculation of interest rate risk capital charge

General market risk. The value of the investment portfolio will fluctuate as the equity or bond markets fluctuate. The value of the investment portfolio may decline because of economic changes (including but not confined to the specific interest rate risk and inflation risks detailed above) or other changes including developments or trends in any particular industry, the financial condition of issuers of such assets and national and international political events and policy developments • Counterparty Risk: We enter into derivative contracts with banking counterparties and futures exchanges as part of the investment process. If a counterparty is unable or unwilling to make timely payments to honour its obligations under the contract, ACC may incur a full or partial loss on the derivative. The value of derivative contracts can also change quickly as market conditions change which in turn means the exposure to counterparties can change quickly. ACC use cash collateral and margining to offset this exposure.

General market risk means the risk incurred from changes in value of underlying instruments arising from changes in market factors e.g. interest rate volatility, etc. 2.2 The capital requirement for interest rate risk under standardised approach shall equal to the sum of1) capital requirement for specific risk and2) capital requirement for general market risk where long and short positions can be offset in each currency.

General market risk means changes in the market value of covered positions result- ing from broad market movements, such as changes in the general level of interest rates, equity prices, foreign exchange rates, or commodity prices. the bank’s most recent quarterly Consoli- dated Report of Condition and Income (Call Report).3 Total assets means quarter-end total as- sets as reported in the bank’s most recent Call Report.4 A bank that voluntarily complies with

General market risk means risk of losses in on-and off-balance sheet positions arising from movements in market prices;