Transcription of Basel Committee on Banking Supervision
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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 .. 3. Supervisory powers .. 5. Documentation of instrument designation .. 6. Restrictions on moving instruments between the regulatory books .. 6. Treatment of internal risk transfers.
Minimum capital requirements for market risk 3 RBC25 Boundary between the banking book and the trading book This chapter sets out the instruments to be included in the trading book (which are subject to market risk capital requirements) and those to be included in the banking book (which are subject to credit risk capital requirements).
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