Minimum Capital Requirements for Market Risk

Developments in Basel Regulation


Research Paper (undergraduate), 2017

16 Pages, Grade: 1,0


Excerpt


Table of Contents

1. Introduction

2. Why has market liquidity become an issue in recent regulatory development?

3. Steps to the incorporation of market illiquidity into the new standards on minimum capital requirements for market risk
3.1 Revisions to the Basel II market risk framework
3.2 Consultative Document I: Fundamental review of the trading book
3.3 Consultative Document II: Fundamental review of the trading book - A revised market risk framework
3.4 Consultative Document III: Fundamental review of the trading book - OutstandingIssues
3.5 Standard: Minimum Capital Requirements for Market Risk - Final Standard

4. Academia on illiquidity risk and reference to Basel III

5. Conclusion

6. References

Excerpt out of 16 pages

Details

Title
Minimum Capital Requirements for Market Risk
Subtitle
Developments in Basel Regulation
College
University of Mannheim
Grade
1,0
Author
Year
2017
Pages
16
Catalog Number
V372142
ISBN (eBook)
9783668503830
ISBN (Book)
9783668503847
File size
437 KB
Language
English
Keywords
minimum, capital, requirements, market, risk, developments, basel, regulation
Quote paper
Mark Matern (Author), 2017, Minimum Capital Requirements for Market Risk, Munich, GRIN Verlag, https://www.grin.com/document/372142

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