Part A - The standardised measurement method

• Interest rate risk
• Equity position risk
• Foreign exchange risk
• Commodities risk
• Treatment of options

Part B - Use of internal models to measure market risks

• General criteria
• Qualitative standards
• Specification of market risk factors
• Quantitative standards
• Stress testing
• External validation
• Combination of internal models and the standardised methodology
• Treatment of Specific Risk

Part C - Worked examples

• Calculation of the Capital Ratio
• Calculation of General Market Risk for Interest Rata Related Instrument
• Maturity Ladder Approach for Commodities Risk
• Delta-Plus Method for Options