Regulatory Alerts2026-05-29
Added · Updated
Good practices on market risk capital charge calculation and related risk management
The regulator issued this circular to establish good practices for calculating market risk capital charges and managing related risks for all authorized institutions. The document outlines specific methodologies and standards to ensure consistent and robust capital adequacy assessments. It serves as a key reference for implementing revised market risk standards and aligning with international frameworks such as FRTB.
CIR
Current
Issue Date:
29 May 2026
20260529-10-EN.pdf (215.4 KB)
Topic:
Capital Adequacy - Market Risk
Group:
All Authorized Institutions
Directly related Document
Cross referenced Document
Version History
Superseded Document
Directly related Document
CIR
Current
29 May 2026
Good practices on market risk capital charge calculation and related risk management
CIR
Current
29 May 2026
Good practices on market risk capital charge calculation and related risk management
Cross referenced Document
Version History
Superseded Document
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