Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011

This version

BCBS  | 
16 November 2011
Status:  Consolidated
Topics: Market risk


This standard has been integrated into the consolidated Basel Framework.

In this document, the Basel Committee on Banking Supervision ("the Committee") provides responses to interpretive issues regarding the Revisions to the Basel II market risk framework ("the Revisions") and the Guidelines for computing capital for incremental risk in the trading book ("the IRC Guidelines"). Updated versions of this document will be published on the Committee's website if and when additional interpretive issues arise.

Unless stated otherwise, paragraph numbers given in the remainder of this document refer to the International convergence of capital measurement and capital standards: A revised framework, comprehensive version, June 2006, as amended through the Revisions to the Basel II market risk framework (updated as of 31 December 2010), February 2011.

Questions which have been added since the previous version of the FAQs are shaded yellow, changes are shaded red.