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Surveys of Industry Practice
Valuation and Market Risk Management
Credit Risk Measurement and Management
8 other sections not shown
$50 billion 12 months Notes 1993 current practice Aggregate 125 Aggregate 149 Aggregate Less aggregate results Apply No response assets on June Bank believe this recommendation billion 23 billion 31 breakout counterparties current practice Notes current practice Plan derivatives transactions due to rounding End-User Survey Results firm's derivatives activities firm's operations Implemented since July Implemented since Plan Implemented since prior indicates the number Industry Practice Dealer Industry Practice End-User July 1993 Implemented July July 1993 June 30 Key Applies Key Implemented Implemented Key Implemented prior Less than $50 mark to market Market Making Results market risk management months 1993 current months No response multiple responses number of respondents number of transactions outstanding on June Percentages Plan to implement Practice Dealer Survey Practice End-User Survey prior to July question 2.2 respondents Implemented Implemented respondents Key Implemented respondents Plan response prior risk management function rounding or multiple total assets transactions outstanding Values less