تسيير مخاطر السوق بين مقررات بازل 2 و اصلاحات بازل

Abstract EN

The Basel Committee introduced market risk in the calculation of solvency ratios in the framework of the amendments made in 1995.

This risk is included in the risks that are addressed Base II l in order to provide an integrated and clear view of the capital adequacy standard.

After what the banking scene had witnessed during the global financial crisis, the Committee has adopted a set of measures that seek to make the standards more sensitive to risks.

Through this paper, we will present the main provisions of Basel II on this risk, and then discuss the most important amendments and new corrections, with a view to identifying the most important differences that the Committee found to have overlooked in previous agreements.