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An Explanatory Note On The Basel
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Basel Committee on Banking Supervision
www.bis.orgAn Explanatory Note on the Basel II IRB Risk Weight Functions 1. Introduction In June 2004, the Basel Committee issued a Revised Framework on International Convergence of Capital Measurement and Capital Standards (hereinafter “Revised Framework” or Basel II).1 This framework will serve as the basis for national rulemaking and
Basel Committee on Banking Supervision
www.bis.orgrequirements for market risk as set out in Basel II. 1 and its subsequent amendments. This standard supersedes the January 2016 publication Minimum capital requirements for market risk, 2. ... Explanatory note on the minimum capital requirements for market risk. 4.