{"version":"0.35.0","built_at":"2026-10-24T11:24:42.001Z","license":"CC BY 4.0 © Mike Reams","canonical":"https://catalog.mikereams.com","capability":{"id":"BC-1780.20","name":"Market & Liquidity Risk","level":2,"parent_id":"BC-1780","l1_id":"BC-1780","industry":"financial-services","macro_id":null,"path":["Prudential Risk & Regulatory Reporting","Market & Liquidity Risk"],"description":"Know what the firm could lose from moves in market prices and whether it can meet its obligations under stress, and keep both within set limits. Trading itself is outside this lens, but measuring its risk is in scope; executing funding and cash positioning sits in Treasury.","aliases":["Market Risk Measurement","Liquidity Risk Measurement","Traded Risk"],"in_scope":["Value-at-risk and sensitivity measurement","Market risk limit monitoring","Liquidity coverage and stable funding ratios","Liquidity stress testing and contingency funding plans"],"out_of_scope":["Executing funding and cash positioning, including a bank's own (see BC-230.10); this capability measures and limits them","Interest rate risk in the banking book (see BC-1780.40)"],"csdm_note":null,"status":"active","successor_id":null,"child_ids":["BC-1780.20.10","BC-1780.20.20","BC-1780.20.30","BC-1780.20.40"]},"crosswalk":{"realized_by":[],"used_in":[],"patterns":[],"stacks":[],"books":[],"technology":[],"frameworks":[],"principles":[],"data_concepts":[],"domain_events":[]},"ancestors":[{"id":"BC-1780","name":"Prudential Risk & Regulatory Reporting","level":1}],"children":[{"id":"BC-1780.20.10","name":"Value-at-Risk & Sensitivities","level":3,"child_count":0},{"id":"BC-1780.20.20","name":"Market Risk Limit Monitoring","level":3,"child_count":0},{"id":"BC-1780.20.30","name":"Liquidity Ratio Monitoring","level":3,"child_count":0},{"id":"BC-1780.20.40","name":"Liquidity Stress & Contingency Funding","level":3,"child_count":0}]}