Posts Tagged market risk

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.

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