Basel III International Banking Framework
Basel III Pillar 1: Credit, Market and Operational Risk (RWA)

Basel III International Banking Framework BASEL3-MAR-1: Market Risk (FRTB)

Calculate market risk capital under the Fundamental Review of the Trading Book: a more risk-sensitive standardised approach (sensitivities-based method, default risk charge, residual risk add-on) and, subject to approval, an internal models approach with a clear trading book / banking book boundary.

Maintained by Gerard BlokdykVerified against the published standard Control text last updated

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