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
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