Basel QIS confirms higher trading capital levels
Trading book capital levels should increase two- or three-fold, if proposals from the Basel Committee on Banking Supervision are implemented, according to the committee's latest quantitative impact study (QIS).
In January, the committee's trading book group suggested changes to capital requirements for bank trading books – specifically for the capital linked to incremental risk, stressed value-at-risk, securitisation risk and equity market risk – intended to stamp out abuse of the trading book
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