Regulatory Alerts2016-01-19
Added · Updated
Revised Framework for Market Risk Capital Requirements
The regulator issued the Revised Framework for Market Risk Capital Requirements on January 19, 2016, to update capital adequacy standards for locally incorporated authorized institutions. This circular establishes the baseline regulatory expectations for calculating market risk capital charges in alignment with Basel Committee on Banking Supervision principles. The document serves as the foundational reference for subsequent implementation timelines and specific market risk capital charge calculations.
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