Recent Issues in the Implementation of the New Basel Minimum Capital Requirements for Market Risk
The Basel Committee suggested new ways of dealing with market risk in banks’ trading and banking books, in its October 2013 consultative paper, and subsequent versions published thereafter, for revised market risk framework FRTB. The Basel Committee estimates that the new rules will result in an app...
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| Format: | Article |
| Language: | English |
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Ital Publication
2018-05-01
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| Series: | Emerging Science Journal |
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| Online Access: | https://ijournalse.org/index.php/ESJ/article/view/69 |