Revisions to the minimum capital requirements for market risk

Topic area:
Status: 02.04.2020 |
Archived
Key words:
Market risk
Initiative
Official name
Revisions to the minimum capital requirements for market risk
Type
Standards
Level 3 / Other
Initiator
BIS
Submitted
22.03.2018
Doc. code
BCBS #457
Summary
Status
Status

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Current version
Final version
14.01.2019
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
–
Level 2
Back-testing requirements and Profit and Loss attribution requirements (binding, Supplement, EU)
Criteria for assessing the modellability of risk factors under the IMA for market risk (binding, Supplement, EU)
Liquidity horizons for the IMA for market risk (binding, Supplement, EU)
Level 3 / Other
Minimum capital requirements for market risk (non-binding, INT)
Guidelines on the application of the Structural FX provision (binding, EU)
Revisions to market risk disclosure requirements (non-binding, INT)
Deferral of Basel III implementation in response to Covid-19 (non-binding, INT)
Consolidated Basel Framework (non-binding, INT)

Source: BIS, BCBS #457, 2019