The Revised Fundamental Review of the Trading Book

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.