Guidance Note on Computation of Capital Charge for Market Risk for Banks and Financial Institutions, 2023

This guidance note sets out how banks and financial institutions should calculate capital requirements for market risk, including exposures related to interest rates, equity prices, and foreign exchange. It helps institutions assess potential losses caused by adverse market-price movements and supports consistent regulatory capital reporting.

Country

Tanzania

Type

Financial regulatory guidance note

Published

29 December 2023

File size

430 KB

Sourced from official government publications. Always verify against the official source before relying on this document for legal purposes.