Fundamental Review of the Trading Book (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Fundamental Review of the Trading Book" in English language version.

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bankpedia.org

bis.org

  • "The Basel Committee - overview". The Basel Committee on Banking Supervision. 28 June 2011. Retrieved 5 April 2019.
  • Explanatory note on the minimum capital requirements for market risk (PDF). Basel Committee on Banking Supervision. 2019. ISBN 978-92-9259-236-3.
  • "Fundamental review of the trading book: A revised market risk framework - consultative document" (PDF). www.bis.org. BIS. Retrieved 17 April 2022.
  • Minimum capital requirements for market risk (PDF). Basel Committee on Banking Supervision. 2016. ISBN 978-92-9197-416-0.
  • Minimum capital requirements for market risk (PDF). Basel Committee on Banking Supervision. 2019. ISBN 978-92-9259-237-0.
  • International Convergence of Capital Measurement and Capital Standards. Basel Committee on Banking Supervision, 2006
  • An internal model-based approach to market risk capital requirements. Basel Committee on Banking Supervision, 1995
  • "Boundary between the trading book and the banking book", Basel Committee on Banking Supervision, 2020
  • MAR 20: Standardised approach
  • MAR 30: Internal models approach

pwc.com

risk.net

worldbank.org

pubdocs.worldbank.org