RBC25: Past & future changes to the Basel Framework
Updated to take account of the January 2019 market risk publication and the revised implementation date announced on 27 March 2020.
Updated to take account of the January 2019 market risk publication. Provides more objective boundary aims to reduce incentives to arbitrage between the regulatory banking and trading books, while still being aligned with banks' risk management practices.
First version in the format of the consolidated framework.
Updated to take account of the January 2019 market risk publication and the revised implementation date announced on 27 March 2020.
Updated to take account of the January 2019 market risk publication. Provides more objective boundary aims to reduce incentives to arbitrage between the regulatory banking and trading books, while still being aligned with banks' risk management practices.
First version in the format of the consolidated framework.