Prudential Standards (1)
This Prudential Standard requires an authorised deposit-taking institution engaging in activities that give rise to risks associated with potential movements in market prices to adopt risk management practices and hold regulatory capital that is commensurate with the risks involved.
This prudential practice guide aims to assist ADIs in complying with those requirements and, more generally, to outline prudent practices in relation to the management and measurement of market risk. | File type: PDF | File size: 641.09 KB
Reporting Standards (1)
This Reporting Standard outlines the overall requirements for the provision of information to APRA relating to an authorised deposit-taking institution’s market risk. It includes the series of reporting forms ARF 116.0 Market Risk and should be read in conjunction with Prudential Standard APS 116 Market Risk.
Related resources (1)