trading vs banking book

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What is banking book? definition and meaning

Definition of banking book: An accounting book that includes all securities that . the trading book, which are traded on the market and valued by the performance . we do not sell or reveal user information anyone privacy policy cancel anytime.
http://www.investorwords.com/6739/banking_book.html

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Para 22– Banking Book/Trading Book - Bank for International ...

Jan 16, 2001 . Specific risk for bank exposures in the Trading Book will remain; . predominantly sovereign, banking or other wholesale exposures. • Regional .
http://www.bis.org/bcbs/ca/quarismgt.pdf


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The EU Stress Test and Sovereign Debt Exposures

Trading Versus Banking Book Sovereign Debt Exposures of EU Banks .................. ........... 7. 2. Country Banking Exposure to Sovereign Debt of Greece, Portugal, .
http://www.oecd.org/dataoecd/17/57/45820698.pdf

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Fundamental Review of - SunGard

of trading book vs. banking book; to change the way risk models are calibrated; to replace VaR with new measures of risk; to incorporate liquidity considerations .
http://www.sungard.com/~/media/Campaigns/FinancialSystems/CMIB/MarketInsights/FundamentalReviewoftheTradingBook.ashx

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CREDIT RISK MANAGEMENT - GARP

to maturity). • Credit risk can arise in the trading book as counterparty credit risk . Generally reside in the bank's banking book or credit portfolio. • Although .
http://www.garp.org/media/489989/credit%20slides.pdf

Trading Book Definition from Financial Times Lexicon

For regulatory purposes, banks divide their activities in two main categories: banking and trading, whereby banks' assets either belong to the banking book or to .
http://lexicon.ft.com/Term?term=trading-book

Slide 1 - ISDA

Equities/credit: trading / banking book boundary determines whether capital held for market risk or credit risk. Banking book (credit risk) long only regime, 1 year .
http://www.isda.org/c_and_a/ppt/BBA01-358592-v2-PRIMA_presentation_04_May.ppt

Managing Interest Rate Risk in the Banking Book - Oesterreichische ...

1.2.4 Trading Book vs. Banking Book. 9. 2. International Regulations and Transposition into Austrian Legislation. 11. 2.1 Interest Rate Risks in the Banking Book .
http://www.oenb.at/en/img/lf_e_zrs_screen_tcm16-181331.pdf



Basel Committee Undertaking Review of Bank Trading Book - Milbank

May 16, 2012 . between what constitutes a bank's trading book versus its bank book has been a source of weakness in the regulatory regime. Traditionally the .
http://www.milbank.com/images/content/8/5/8577/Milbank-Client-Alert-Basel-Committee-Undertaking-Review-of-Ban.pdf

Basel Seeks Tougher Boundary Between Banking, Trading Books ...

May 3, 2012. banking and trading books, making it harder to dodge capital rules, . Comments that are abusive or off-topic will not be posted to the site.
http://www.bloomberg.com/news/2012-05-03/basel-seeks-tougher-boundary-between-banking-trading-books.html

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Regulators propose shake-up of bank trading books | Reuters

May 3, 2012 . New "Star Wars" movies - dream come true, or cosmic yawn? . Boundary between trading and banking books to change. * Reform to come .
http://www.reuters.com/article/2012/05/03/basel-banks-trading-idUSL5E8G3C4L20120503