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Basel Committee on Banking Supervision

Basel Committee on Banking Supervision Minimum capital requirements for market risk January 2019 (rev. February 2019). This publication is available on the BIS website ( ). Bank for International Settlements 2019. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9259-237-0 (online). Contents Minimum capital requirements for market risk .. 1. Introduction .. 1. RBC25 Boundary between the Banking book and the trading book .. 3. Scope of the trading book .. 3. Standards for assigning instruments to the regulatory books.

4 Minimum capital requirements for market risk Footnote [1] A bank will have a net short risk position for equity risk or credit risk in the banking book if the present value of the banking book increases when an equity price decreases or when a credit spread on an issuer or group of issuers of debt increases.

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