market risk
as defined in CRR, Article 4(1), point (141) (Definitions)
the risk of losses arising from movements in market prices, including in foreign exchange rates or commodity prices
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Also defined in
- Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of… 32009L0138, Article 13, point (31)
the risk of loss or of adverse change in the financial situation resulting, directly or indirectly, from fluctuations in the level and in the volatility of market prices of assets, liabilities and financial instruments