"Computing Capital for Incremental Risk in the Trading Book" and "Revisions to the Basel II market risk framework" - consultative documents issued by the Basel Committee on Banking Supervision

"Computing Capital for Incremental Risk in the Trading Book" and "Revisions to the Basel II market risk framework" - consultative documents issued by the Basel Committee on Banking Supervision

"Computing Capital for Incremental Risk in the Trading Book" and "Revisions to the Basel II market risk framework" - consultative documents issued by the Basel Committee on Banking Supervision

Press release | 22 July 2008The Basel Committee on Banking Supervision today issued for public comment Guidelines for Computing Capital for Incremental Risk in the Trading Book as well as Proposed Revisions to the Basel II market risk framework."Major banking organisations have experienced significant losses over the last year, most of which were sustained in banks' trading books" stated Nout…

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