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 .. 5 1. Scope of application and methods of measuring market risk.
The revised boundary treatment retains the link between the regulatory trading book and the set of instruments that banks generally hold for trading purposes. At the same time, it aims to address weaknesses previously seen in the boundary between the regulatory banking book and trading book by
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