The Application of Basel II to Trading Activities and the Treatment of Double Default Effects builds on improvements to the risk sensitivity of capital rules in a manner that is consistent with the Basel II Framework.
Intitulé The Application of Basel II to Trading Activities and the Treatment of Double Default Effects, ce document s’inscrit dans une démarche de différenciation des normes de fonds propres conforme à l’esprit du Nouveau dispositif d’adéquation.