THE NEW “BASEL IV” WHAT CHANGED? - Deloitte

Abs (Net P&L Trading Book + Abs (Net P&L Banking Book) Market Risk More Defined Regulatory Boundary Between Banking and Trading Book The committee have further set our guidance to help banks with the classification of the instruments in the trading and banking book based on liquidity of instruments and the ability to value them on a daily basis.

  Book, Trading, Banking, Boundary, Banking book, Trading book, Trading and banking book