New regulatory concept for market risks | KPMG | RU

New regulatory concept for market risks in the trading book

New regulatory concept for market risks

Basel Committee consults on the fundamental review of trading book capital requirements.

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On 3 May 2012, the Basel Committee on Banking Supervision (BCBS) released its proposals for a ‘Fundamental Review of the Trading Book.’ The upheavals of the financial crisis highlighted a number of failures in the trading book regime – including inadequate capital held against market risk and wide latitude in determining which assets could be placed in the trading book. The BCBS seeks to address these issues with suggestions for wide ranging change to the identification and risk measurement of trading book assets.

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