Basel Committee improves market risk framework


The Basel Committee on Banking Supervision has published further details on its new incremental risk charge (IRC), along with revisions to its market risk framework, as it continues to respond to the lessons learned from the financial crisis.

The package of consultation papers, published on January 16, attempts to improve the management of risks in bank trading books, as well as enhance the treatment of risk concentrations, off-balance-sheet exposures and securitisations. "The proposed enhancem

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