Fundamental Review of the Trading Book - Insights on the QIS

Following the release of the Fundamental review of the trading book: A revised market risk framework consultative paper by Basel Committee on Banking Supervision (BCBS), banks need to respond to the Quantitative Impact Study (QIS) to assess the capital implications of the new set of rules proposed in this paper.

Agenda Topics

• Key elements of this proposed framework
• Results of the first phase of the QIS
• Potential impact of those rules on bank capital requirements