Transcription of Basel Committee on Banking Supervision
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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 .. 3. Supervisory powers.
This document sets outs the amended minimum capital requirements for market risk that will serve as the Pillar 1 minimum capital requirement as of 1 January 2022, replacing the current minimum capital requirements for market risk as set out in Basel II. 1 …
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