Transcription of Basel Committee on Banking Supervision …
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Basel Committee on Banking Supervision …
Basel Committee on Banking Supervision Consultative Document Fundamental review of the trading book : A revised market risk framework Issued for comment by 31 January 2014 October 2013 This publication is available on the BIS website ( ). Bank for International Settlements 2013. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 92-9131-971-6 (print) ISBN 92-9197-971-6 (online) Fundamental review of the trading book : A revised market risk framework iii Contents Executive summary .. 1 Section 1: Overall revisions to the market risk framework .. 7 The trading book / Banking book boundary .. 7 Treatment of credit .. 10 Factoring in market liquidity.
2 Fundamental review of the trading book: A revised market risk framework The trading book/banking book boundary The Committee believes that the definition of the regulatory boundary between the trading book and
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