- I. Executive summary
- II. Introduction
- III. The state of disclosure
- A. Market risk in trading activity
- Fisher II report recommendation
- Current disclosures
- Investment community and firm views
- Initiatives by standard setters and regulators
- B. Firm-wide exposure to market risk
- Fisher II report recommendation
- Current disclosures
- Investment community and firm views
- Initiatives by standard setters and regulators
- C. Funding liquidity risk
- Fisher II report recommendation
- Current disclosures
- Investment community and firm views
- Initiatives by standard setters and regulators
- D. Credit risk
- Fisher II report recommendation
- Current disclosures
- Investment community and firm views
- Initiatives by standard setters and regulators
- E. Insurance risk
- Fisher II report recommendation
- Current disclosures
- Investment community and firm views
- Initiatives by standard setters and regulators
- IV. Development of disclosure concepts
- Risk concentrations
- Loss mitigation of credit exposures
- Performance measures for credit exposures
- Potential credit exposure
- Funding liquidity risk
- Market liquidity risk
- V. Hedge Funds
- VI. Future Work
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