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RDP 9411: Demand Shocks, Inflation and the Business Cycle
RDP 9410: An Empirical Examination of the Fisher Effect in Australia
RDP 9409: Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting
RDP 9408: The Supervisory Treatment of Banks' Market Risk
RDP 9407: Explaining Import Price Inflation: A Recent History of Second Stage Pass-through
RDP 9406: Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability
RDP 9405: External Debt and Liabilities of Industrial Countries
RDP 9404: Wage Dispersion and Labour Market Institutions: A Cross Country Study
RDP 9403: Capital Constraints and Employment
RDP 9402: The Influence of Financial Factors on Corporate Investment
RDP 9401: Resource Flows to the Traded Goods Sector

Research Discussion Paper – RDP 9408 The Supervisory Treatment of Banks' Market Risk

Stephanie Weston and Brian Gray

November 1994

Abstract
Download the Paper 76KB

Contents

Introduction
Background
Structure of the Proposals
Traded-Debt Securities
Foreign Exchange Risk
Equity Risk
Conclusions

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