
Central Bank of Nigeria
Calculation of Capital Requirement for Market Risk for Non-interest Financial Institutions in Nigeria
- Author
- Central Bank of Nigeria
- Pages
- 15 pages
This guidance note prescribes the calculation of market risk capital requirements for non-interest financial institutions, covering trading book positions, Sukuk benchmark and general market risk, foreign exchange risk, commodities risk, and inventory risk. It establishes policies for trading book inclusion, valuation, monitoring, risk management, and…