BCBS: Frequently asked questions on market risk capital requirements

22 March 2018

This document sets out an updated set of responses to questions on the January 2016 market risk framework.

To promote consistent global implementation of those requirements, the Basel Committee on Banking Supervision (BCBS) has agreed to periodically review frequently asked questions (FAQs) and publish answers along with any technical elaboration of the standards text and interpretative guidance that may be necessary.

The FAQs are grouped to sections pertaining to:

• the standardised approach,
• the internal models approach and
• the trading book boundary.

FAQs that have been added since the publication of the previous version of this document in January 2017 are shaded yellow.

Updated FAQ

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