1. International Material
  2. BCBS - Basel Committee on Banking Supervision
  3. Standards
  4. 2016
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  1. Standards - Minimum capital requirements for market risk (effective from 1 January 2019)
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Published date: 14 January 2016

Standards - Minimum capital requirements for market risk (effective from 1 January 2019)
Minimum capital requirements for market risk
A. The boundary between the trading book and banking book and the scope of application of the minimum capital requirements for market risk
B. Market Risk - The Standardised Approach
C. Market risk - The Internal Models Approach
Appendix A Trading desk definitions
Appendix B Supervisory framework for the use of backtesting and profit and loss attribution in conjunction with the internal models approach to market risk capital requirements
D. Treatment for illiquid positions
E. Supervisory Review Process - The Second Pillar
Glossary
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