This content is from: Banking

New trading book rules target value-at-risk

The Basel Committee on Banking Supervision’s latest consultation on trading book capital rules signals a move away from the discredited value-at-risk model.

To access our in-house intelligence please request a trial here.

Read this article – and more – for a one-week period.

REQUEST ACCESS

Are you already an IFLR subscriber? Login here

Instant access to all of our content. Membership Options | One Week Trial