Market Risk Policy
A professionally drafted Market Risk Policy for banks, deposit-taking institutions and finance companies, covering market and interest-rate risk management. Global edition — written to international standards (Basel Committee, FATF, ISO, COSO, NIST and FSB) and deliberately jurisdiction-neutral, with bracketed prompts marking the points where your local law or regulator's requirements must be inserted. Supplied as a fully editable Microsoft Word document, de-identified and ready to adapt to your organisation. Typical owner: Chief Risk Officer; approval: Board Risk Committee.
| Typical owner | Chief Risk Officer |
|---|---|
| Typical approval | Board Risk Committee |
| Length | ~8,431 words (approx. 21 pages) |
| Last reviewed | July 2026 — verify currency for your circumstances before use |
| Format | Microsoft Word (.docx), fully editable |
| Delivery | Instant download after purchase; re-download any time from your account |
| Licence | Single-organisation licence |
| Guarantee | Materially defective or misdescribed? We'll resupply, replace or refund within 30 days — see Terms |
Preview the first 6 pages (PDF) See the real cover, document control page and opening sections before you buy.
What's inside
- Contents
- 1. Purpose
- 2. Scope
- 3. Definitions
- 4. Regulatory Framework
- 5. Policy Statement and Risk Appetite
- 6. Interest Rate Risk in the Banking Book
- 7. Measurement of IRRBB
- 8. Limits and Thresholds
- 9. Hedging and Use of Derivatives
- 10. Foreign Exchange Risk
- 11. Trading Book Activities
- 12. Valuation and Stress Testing
- 13. Roles and Responsibilities
- 14. Reporting and Escalation
- 15. Breaches of this Policy
- 16. Training and Awareness
- 17. Review of this Policy
- Appendix A: Market Risk Limit Schedule (template)
- Appendix B: Standard Interest Rate Shock Scenarios
- Policy Administration