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Fundamental Review Trading Book

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  • “The main objective of this exercise was to provide an understanding of the implementation challenges associated with the proposed internal models-based approach, including areas where the draft standards could be made clearer and to provide banks with necessary clarifications.”

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    Analysis of the trading book hypothetical portfolio exercise

    Analysis of the trading book hypothetical portfolio exercise

    The Basel Committee on Banking Supervision has today issued the results of the trading book test portfolio exercise that was conducted in parallel …

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