Nematrian Reference Library
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Set out below is information (held by the Nematrian website) on the reference you have selected
| Reference | Title | Link |
| BCBS (2019a) | Explanatory note on the minimum capital requirements for market risk | here |
Executive Summary (partial)
"... This explanatory note outlines the background and rationale for the FRTB project that led to the revised market risk framework published in January 2016, and the key features of the framework. The note also sets out the refinements and clarifications introduced in January 2019 and the potential capital impact of the finalised framework based on quantitative impact study data." |
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