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Regulatory consistency assessment programme (RCAP) – Analysis of risk-weighted assets for market risk

The Basel Committee on Banking Supervision has today published its report on the regulatory consistency of risk-weighted assets for market risk. This analysis of risk-weighted assets in the trading book is part of the wider Regulatory Consistency Assessment Programme (RCAP) initiated by the Committee in 2012; a similar analysis is currently under way for the banking book. The programme aims to ensure consistent implementation of the Basel framework, which will help strengthen the resilience of the global banking system, maintain market confidence in regulatory ratios and provide a level playing field for banks operating internationally. . .

http://www.bis.org/publ/bcbs240.htm