Revisions to the Basel II Market Risk Framework

Updated as of 31 December 2010 to reflect the adjustments to the Basel II market risk framework announced by the Basel Committee in its 18 June 2010 press release and the stress testing guidance for the correlation trading portfolio referred to in paragraph 9 of the July 2009 version of this document. Changes introduced by the Basel III framework are not yet reflected in the text.
(Texto en inglés)