BCBS 24 A

Definition

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

Title

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

Abstract

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• Publication Status: Superseded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

• BIS Website: Web Page
• PDF File: Download

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