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Nematrian Reference Library

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Introduction (partial) "This document sets outs the amended minimum capital requirements for market risk that will serve as the Pillar 1 minimum capital requirement as of 1 January 2022, replacing the current minimum capital requirements for market risk as set out in Basel II1 and its subsequent amendments. This standard supersedes the January 2016 publication Minimum capital requirements for market risk, for which the Basel Committee proposed targeted revisions via a March 2018 consultative document. Descriptions of the changes that have been incorporated into the standard relative to the January 2016 publication are set out in the publication Explanatory note on the minimum capital requirements for market risk."

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