Market risk is the risk that banks are exposed to through adverse movements in stock prices, interest rates, exchange rates, and commodity prices. The larger the potential movements in the market price of a financial asset, the more market risk a bank is exposed to. This is because, with a greater range of potential outcomes, the future value of that financial asset is harder to predict, or more uncertain, and could result in the bank making a larger loss or profit before exiting their position. This is referred to as the volatility of the asset and is typically measured using standard deviation. In this diagram, both security A and security B move from 100 to 110 over the course of one year. However, security A moves in a steady, purely linear fashion from 100 to 110, while security B has a much more erratic price movement over the course of the year. Declining to below 100 at times, but also increasing to well over 110 at other times. If a bank wished to sell its investments at a particular point during the course of the year, the value of security A would be relatively easy to predict. But security B's value would be much harder to predict. Or in other words, there would be more uncertainty or risk for security B's value. Put simply, it could be said that security B had more market risk.