This document provides answers to technical and interpretive questions raised by supervisors and banks during the Large Exposures QIS. The document intends to facilitate the completion of the questionnaire and is not to be construed as an official interpretation of other documents published by...

The Basel Committee proposes to supplement the current value-at-risk (VaR) regulatory capital framework for trading exposures with an incremental risk capital charge (IRC). Since the financial market crisis that began in mid-2007, a number of major banking organisations have experienced large...