2021-11-17

Added · Updated

BCBS Standards Revisions to Market Risk Disclosure Requirements and Voluntary Disclosure of Sovereign Exposures

The Basel Committee on Banking Supervision issued standards revising market risk disclosure requirements and addressing the voluntary disclosure of sovereign exposures. These updates align with the Fundamental Review of the Trading Book framework to enhance transparency regarding market risk capital charges. The document provides guidance for banks to improve the quality and consistency of their Pillar 3 disclosures.

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Hong Kong Monetary Authority

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