Quant Congress Europe: Regulatory focus to switch to leverage
At the keynote address at the European Quant Congress in London today, Peter Praet, executive director in charge of financial stability at the National Bank of Belgium, said that the Basel II regulatory framework will be revised to look more closely at leverage.
“We spent years designing a framework for bank regulation that would provide an incentive for the best practices in risk management to be rewarded in terms of lower capital requirements,” Praet
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