Principles for the Sound Management of Market Risk
GPTKB entity
Statements (26)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial regulation guideline
|
| gptkbp:appliesTo |
banks
|
| gptkbp:availableOn |
https://www.bis.org/publ/bcbs193.htm
|
| gptkbp:contains |
principles for governance
principles for risk control principles for risk identification principles for risk measurement principles for risk monitoring |
| gptkbp:documentType |
regulatory guidance
|
| gptkbp:emphasizes |
internal audit
model validation stress testing board and senior management oversight comprehensive risk reporting independent risk control |
| gptkbp:focusesOn |
market risk
|
| https://www.w3.org/2000/01/rdf-schema#label |
Principles for the Sound Management of Market Risk
|
| gptkbp:issuedBy |
gptkb:Basel_Committee_on_Banking_Supervision
|
| gptkbp:language |
English
|
| gptkbp:publicationYear |
2011
|
| gptkbp:purpose |
to strengthen market risk management practices in banks
|
| gptkbp:relatedTo |
gptkb:Basel_II
gptkb:Basel_III |
| gptkbp:updated |
2009 guidelines on market risk
|
| gptkbp:bfsParent |
gptkb:BIS_Basel_Committee_on_Banking_Supervision
|
| gptkbp:bfsLayer |
6
|