Part A - The standardised measurement method

Documents by Author

Committees at the Bank for International...

Amendment of the Capital Accord to Incor...

Part A - The standardised measurement me...

Part B - Use of internal models to measu...

Part C - Worked examples

Amendment of the Capital Accord to Incorporate Market Risk

Part A - The standardised measurement method

A.1 Interest Rate Risk

A.2 Equity Position Risk

A.3 Foreign Exchange Risk

A.4 Commodities Risk

A.5 Treatment of Options

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