regulatory capital charges

[njaisson]

Hello!

I am looking for a handbook explaining thouroughly how to calculate the Basel III capital charges on the banking assets regarding the banking book and the trading book exposures plus the balance sheet operations. Do you know one?

Thanks!

 

[ShaktiRathore]

please refer to the link:
www.bis.org/publ/bcbs189.pdf

thanks

 

[njaisson]

Thanks I know this one but it doesn't explain the actual methodologies to use for the calculation of capital charges on specific instruments like swaps, debts on the trading book, CDO, CLN etc.

 

[ShaktiRathore]

Thanks I know this one but it doesn't explain the actual methodologies to use for the calculation of capital charges on specific instruments like swaps, debts on the trading book, CDO, CLN etc.

As these as u mentioned are derivatives. please look for the derivatives section and calculation of capital charge for them...

thanks