On 16 January 2009, the Basel Committee released its second consultative documents on Proposed revisions tothe Basel II market risk framework and Guidelines for computing capital for incremental risk in the trading book. Interested parties were invited to provide written comments by 13 March 2009. As a result, the Committee received 26 comments for publication. These comments, in PDF format, are available below.
The Committee wishes to thank those who have taken the time and effort to express their views. These comments will no doubt assist the Committee in its efforts to finalise its revisions to the market risk framework and the incremental risk capital charge.
| Commenter |
Comments in PDF format |
|
Algorithmics
|
5 pages, 46 KB |
|
American Securitization Forum
|
3 pages, 201 KB |
|
Australian Bankers' Association Inc.
|
6 pages, 81 KB |
|
Austrian Federal Economic Chamber
|
4 pages, 35 KB |
|
Brazilian Banks Federation
|
1 pages, 39 KB |
|
Belgian Financial Sector Federation
|
5 pages, 257 KB |
|
Bank of America
|
3 pages, 904 KB |
|
Calyon
|
3 pages, 69 KB |
|
Canadian Bankers Association
|
11 pages, 783 KB |
|
China Banking Regulatory Commission
|
5 pages, 365 KB |
|
European Association of Public Banks
|
11 pages, 118 KB |
|
European Savings Banks Group
|
4 pages, 120 KB |
|
Federation Bancaire Française
|
7 pages, 481 KB |
|
Goldman Sachs
|
9 pages, 162 KB |
|
The Hong Kong Association of Banks
|
2 pages, 63 KB |
|
HSBC (on guidelines)
|
3 pages, 104 KB |
|
HSBC (on revisions)
|
2 pages, 100 KB |
|
ISDA, IIF, LIBA, IBFed (joint comments)
|
16 pages, 134 KB |
|
Japanese Bankers Association
|
5 pages, 40 KB |
|
Jersey Financial Services Commission (on guidelines)
|
1 pages, 65 KB |
|
Jersey Financial Services Commission (on revisions)
|
2 pages, 89 KB |
|
JPMorgan Chase & Co.
|
5 pages, 319 KB |
| Nomura | 3 pages, 126 KB |
|
Nederlandse Vereniging van Banken (on guidelines)
|
3 pages, 129 KB |
| Nederlandse Vereniging van Banken (on revisions) | 3 pages, 146 KB |
|
PricewaterhouseCoopers Aarata
|
6 pages, 185 KB |
|
RiskMetrics Group
|
7 pages, 146 KB |
|
Standard Chartered
|
3 pages, 1573 KB |
|
World Council of Credit Unions (on guidelines)
|
2 pages, 106 KB |
|
World Council of Credit Unions (on revisions)
|
7 pages, 113 KB |
|
Zentraler Kreditausschuss
|
13 pages, 51 KB |
