TY - JOUR T1 - Compliance with SEC Disclosure Requirements About Market Risk JF - The Journal of Derivatives SP - 39 LP - 50 DO - 10.3905/jod.2000.319121 VL - 7 IS - 3 AU - Alan Blankley AU - Reinhold P Lamb AU - Richard Schroeder Y1 - 2000/02/29 UR - https://pm-research.com/content/7/3/39.abstract N2 - The SEC recently introduced a new regulatory requirement that firms should provide more complete disclosure of their activities involving derivatives. For example, they must now report more complete information about the accounting treatment of their derivatives positions, as well as both quantitative and qualitative information about market risk exposure of sensitive instruments. This article describes the new reporting requirements and provides an overview of how major firms have responded in their initial submissions. ER -