From Open Risk Manual


BCBS 24 A is a document published by the Basel Committee on Banking Supervision on January 1996 in the Market Risk category.


Modifications to the market risk amendment - Textual changes to the Amendment to the Basle Capital Accord.


This document amends the Committee's 1996 standards on market risk. It removes the provision that requires that the specific risk capital charge of the internal models approach be subject to an overall floor equal to 50% of the specific risk amount calculated under the standardised approach.

Document Profile

  • Publication Date: January 1996
  • Publication Type: Standards
  • Publication Status: Superseded
  • Publication Category: Market Risk
  • Number of Pages: 3
  • Keywords: Market Risk

See Also


For definitive information on regulatory matters always consult primary sources, especially where it concerns legally binding rules and regulations.

The above regulatory document abstract is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all internet users. There is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original authors (Links to the original texts are duly provided).