Transcription of Basel Committee on Banking Supervision
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Basel Committee on Banking Supervision
Basel Committee on Banking Supervision STANDARDS Minimum capital requirements for market risk January 2016 Note: Basel III revisions published in December 2017 affect the implementation date of this standard. This publication is available on the BIS website ( ). Bank for International Settlements 2015. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9197-399-6 (print) ISBN 978-92-9197-416-0 (online) Note: Basel III revisions published in December 2017 affect the implementation date of this standard. capital requirements for Market Risk iii Minimum capital requirements for Market Risk Contents Preamble .. 5 Minimum capital requirements for market risk .. 5 A. The boundary between the trading book and Banking book and the scope of application of the minimum capital requirements for market risk.
Note: Basel III revisions published in December 2017 affect the implementation date of this standard. https://www.bis.org/bcbs/publ/d424.htm
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