Regulatory Consistency Assessment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book

Regulatory Consistency Assessment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book

Regulatory Consistency Assessment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Implementation reports | 17 December 2013 | Status: CurrentPDF full text (472kb) | 91 pagesTopics: Market riskThe Basel Committee on Banking Supervision has today published its second report on the regulatory consistency of risk-weighted assets (RWAs) for market…

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