Simplified alternative to the market risk standardised approach
Initiative
Official name
Consultative Document - Simplified alternative to the standardised approach to market risk capital requirements
Type
Standards
Level 3 / Other
Initiator
BIS
Submitted
29.06.2017
Doc. code
BCBS #408
Summary
Status
Status
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Current version
Consultation paper
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
–
Level 3 / Other
–
Source: BIS, BCBS #408, 2017