Landmark development - Internal market risk models: Basel Committee (1995)

Risk staff
01 Jul 2007

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

I believe April 1995 will ultimately be recognised as an important watershed in the history of banking supervision. It was then that the Basel Committee accepted the use of internal models to calculate a bank's minimum regulatory capital for market risk. This was a dramatic departure from the initial proposal issued in 1993.

The Basel Committee's original plan involved slotting trading assets and liabilities into a fixed maturity grid according to detailed ground rules. In many instances, it

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]