SunGard: Basel’s fundamental review of the trading book - A leap forward but (potentially) a missed opportunity

The Basel Committee on Banking Supervision has issued  a second consultative paper on its proposals for a revised market risk capital framework for the trading book. This represents a major change in the way banks will measure traded market capital.

In this paper Tony Norman from SunGard argues that while Basel’s second consultative paper includes a range of risk control and capital calculation initiatives; it does not truly move the trading book’s market risk framework to where it needs to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: