Revisions to the Basel II market risk framework

Revisions to the Basel II market risk framework

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Revisions to the Basel II market risk framework

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Standards | 13 July 2009 | Status: SupersededPDF full text (168kb) | 35 pagesTopics: Market riskSince the financial crisis began in mid-2007, an important source of losses and of the build up of leverage occurred in the trading book.

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