Public Disclosure of Market and Credit Risks by Financial Intermediaries
Appendix
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The following examples provide illustrations of the type of information that a firm could disclose over the reporting period. The examples are only intended to illustrate the recommendation set forth in this report. Each example has its own limitations, and implementing the recommendation as illustrated in the examples may require further refinements. Moreover, other ways of implementing the recommendation could be developed; market participants should explore alternative approaches to meeting the recommendation described in this report that might be more effective means of disclosure than the examples offered here. Examples A and B describe possible ways of providing information about a portfolio's market risk profile. Examples C through F describe different ways of disclosing market risk and performance. Examples G through I illustrate different ways of disclosing credit risk. |
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Public Disclosure of Market and Credit Risks by Financial Intermediaries
