Proposed revisions to the Basel II market risk framework

Proposed revisions to the Basel II market risk framework

Proposed revisions to the Basel II market risk framework

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 22 July 2008 | Status: ClosedPDF full text (309kb) | 23 pagesTopics: Market riskThe Basel Committee/IOSCO Agreement reached in July 2005 contained several improvements to the capital regime for trading book positions.

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