Posts Tagged market risk
The Revised Fundamental Review of the Trading Book
Posted by Bogdan Marius Beleuz in Banking System, Financial & Investment Markets, Financial Transactions on May 8, 2012
3 May 2012, Basel
The Basel Committee on Banking Supervision, under the Bank for International Settlements (BIS), published the revised Fundamental Review of the Trading Book – Consultative Document.
The document includes a revised market risk framework and proposes several measures to improve trading book capital requirements.
For more information please follow the link and the document can be consulted here.