The BIS’ Proposed Market Risk Framework
The Basel Committee on Banking Supervision’s recently published their consultative document on the treatment of trading books and a proposed market risk RWA framework.
The proposals will greatly reduce arbitrage opportunities between the banking and trading book and will require banks to have improved their Management Information Systems (MIS).
There may be some unintended consequences – in particular on the credit and equity markets.
Download “The BIS’ Proposed Market Risk Framework”
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