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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.

Basel Committee on Banking Supervision Consultative Document . Fundamental review of the trading book: A revised market risk framework . Issued for …

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