Old report but very relevant
Basel Committee publishes second consultation on fundamental review of trading book capital requirements
The Basel Committee on Banking Supervision has published a second consultation paper on the fundamental review of trading book capital requirements. The consultation paper provides details on the approaches which were introduced in the Basel Committee’s May 2012 consultation, and sets out a draft text for a revised market risk framework.
Read full article at : http://www.bis.org/press/p131031.htm