(1)In 2019, the Basel Committee on Banking Supervision (BCBS) published the revised ‘Minimum capital requirements for market risk’, which addressed the weaknesses in the prudential treatment of banks’ trading book activities 2 .
Recital 1
Recital 1
- 2 Basel Committee on Banking Supervision, Minimum capital requirements for market risk. This publication is available on the website of the Bank for International Settlements (www.bis.org). ↩