In January 2016 the BIS published its final standards for the new capital requirements regarding market risk in the trading book.

  • The new allocation criteria for trading and banking book positions can lead to an increased trading book.
  • Additional pressure arises to book hedging positions under the IFRS Hedge Accounting standards.
  • A new standard approach for measuring Credit Spread Risk, which has the potential to become the standard for Credit Spread Risk measurement.

We are looking forward to receiving your feedback! Please send your questions and suggestions to Patrick Haas at haas[at]financetrainer.com.

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