Basel Committee To Consult Banks On Incremental Default Risk Charge

The Basel Committee is consulting the banking industry over the next four months to evaluate the quantitative impact of the Market Risk Amendment guidelines on banks' trading book portfolios.

  • 15 Oct 2007

- Daniel Flatt

The Basel Committee is consulting the banking industry over the next four months to evaluate the quantitative impact of the Market Risk Amendment guidelines on banks' trading book portfolios. The committee has said it expects banks to develop their own internal models for calculating a capital ...

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