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In 1994

  • 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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