Leseprobe
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
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- Arbeit zitieren
- Mark Matern (Autor:in), 2017, Minimum Capital Requirements for Market Risk, München, GRIN Verlag, https://www.grin.com/document/372142
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