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ICAAP Key Risks: Market Risk

What is Market Risk?

What should be considered when assessing market risk and how can market risk be defined?

Market Risk

Market risks may arise from fluctuations in values of, or income from, assets or in interest or foreign exchange rates.

For Alternative Investment Firms (AIFs) and Undertakings for Collective Investment in Transferable Securities (UCITs), this might be the risk of loss resulting from fluctuation in the market value of positions in the fund’s portfolio attributable to changes in market variables.

This might be caused by market variables such as:

Related Reading - see also:

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