Frequently asked questions on market risk capital requirements.
In January 2016, the Basel Committee on Banking Supervision published the standard Minimum capital requirements for market risk. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions (FAQs) and publish answers along with any technical elaboration of the standards text and interpretative guidance that may be necessary.
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.
- Publication Date: January 2017
- Publication Type: Faqs
- Publication Status: Superseded
- Publication Category: Market Risk
- Number of Pages: 14
- Keywords: Fundamental Review Of The Trading Book, FAQ, Sensitivities Based Method, Market Risk, FRTB
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