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The Bank of Mauritius (hereinafter referred to as the ‘Bank’), through the Guideline, sets out the basic principles to be endorsed by banks for establishing an adequate and effective market risk management system, and outlines a standardized >> )a$6k$o2VfZgA%(a('Eg(*#'39!S /F0 6 0 R /Parent 54 0 R /Font << "Xm7t0Lff5 #U(lFK_>^Cj5=ODToArCWO4[IS)-ZAjL8/k+EltJG!XOgTMtRi%@L/*+K%LG4pN;O Two major sources of risk for banks are credit risk (the risk that loans will not be repaid) and market risk (the risk of losses arising from adverse movements Guidelines on SREP. 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2020 market risk management in banks pdf