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16 November 2011

BIS: Interpretive issues with respect to the revisions to the market risk framework


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バーゼル銀行監督委員会は、バーゼルⅡの市場リスクの枠組みの改正及びトレーディング勘定における追加的リスクにかかる自己資本の算出のためのガイドラインの解釈上の問題に対する回答を提示した。


Updated versions of this document will be published on the Committee's website if and when additional interpretive issues arise.

Unless stated otherwise, paragraph numbers given in the remainder of this document refer to the international convergence of capital measurement and capital standards: A revised framework, comprehensive version, June 2006, as amended through the Revisions to the Basel II market risk framework (updated as of 31 December 2010), February 2011.

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© BIS - Bank for International Settlements


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