From Open Risk Manual


BCBS D437 is a document published by the Basel Committee on Banking Supervision on March 2018 in the Market Risk category.


Frequently asked questions on market risk capital requirements, March 2018.


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 sets out the second set of FAQs on the revised market risk standard, combined with those published in an earlier set of FAQs. The questions and answers address clarifications of the standardised approach, the internal models approach and the scope of application of the standard.

Where applicable, the FAQs included in this document have been incorporated into the standard Minimum capital requirements for market risk(January 2019, version includes frequently asked questions).

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