Frequently asked questions on market risk capital requirements published by the Basel Committee

Press release  | 
26 January 2017

The Basel Committee on Banking Supervision today published responses to frequently asked questions (FAQs) on the standard Minimum capital requirements for market risk.  

The questions and answers include clarifications both to the standardised approach and the internal models approach.

To promote consistent global implementation of those requirements, the Committee has agreed to periodically review FAQs and publish answers along with any technical elaboration of the standards text and interpretative guidance that may be necessary.

Specific questions regarding the FAQs may be sent to the Basel Committee on Banking Supervision by e-mail (