27th January 2017
In January 2016, the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk. To ensure consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions (FAQs) as well as publish answers along with any technical explanations of the standards text and interpretative guidance that may be essential.
The document published today sets out the first set of FAQs on the revised market risk standard. The questions and answers include clarifications both to the standardised approach and the internal models approach.
For full PDF: Please click here