BCBS D395

From Open Risk Manual

Definition

BCBS D395 is a document published by the Basel Committee on Banking Supervision on January 2017 in the Market Risk category.

Title

Frequently asked questions on market risk capital requirements.

Abstract

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.

Document Profile

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