Market risk
Market risk means the risk to the financial condition of your institution because the value of your holdings may decline if interest rates or market prices change. Exposure to market risk is measured by assessing the effect of changing rates and prices on either the earnings or economic value of an individual instrument, a portfolio, or the entire institution.
Source
12 CFR § 615.5131
Scoping language
For purposes of this subpart, the following definitions apply: