Fed changes market risk rules

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The US Federal Reserve published new market risk rules (MRR) on January 14 in an effort to correct the shortcomings of existing guidance that may have aggravated recent trading losses at US financial institutions. In particular, the rules hone in on stress testing and liquidity risk as areas considered to be particularly weak in market risk management.

"Programmes should include an appropriate suite of quantitative metrics, as well as ongoing qualitative analysis performed by competent

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