The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

The Application of Basel II to Trading Activities and the Treatment of Double Default Effects

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Standards | 30 July 2005 | Status: SupersededPDF full text (403kb) | 90 pagesTopics: Market risk , Credit riskNote: This document has been incorporated in the comprehensive version of International Convergence of Capital Measurement and Capital Standards: A Revised…

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