Delayed Basel trading book review will be broad, say supervisors
By Mark Pengelly
Published October 5, 2011 Risk
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change. An upcoming review of Basel trading book rules will be wide-ranging, considering issues including value-at-risk, liquidity, credit valuation adjustment (CVA) and the distinction between banking and trading books, according to supervisors.
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