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| | 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 |
