BCBS D437

Definition

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

Title

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

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 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).

Document Profile

• Publication Date: March 2018
• Publication Type: Faqs
• Publication Status: Superseded
• Publication Category: Market Risk
• Number of Pages: 22
• Keywords: Fundamental Review Of The Trading Book, FAQ, Market Risk, FRTB, Residual Risk Add On

See Also

• BIS Website: Web Page
• PDF File: Download

Disclaimers

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).