The state of IMA: great expectations meet reality
Latest trading book rules overhaul internal models approach, but most banks are opting out. Two risk experts explore why
This article is the second in a three-part series examining flaws in the FRTB regime and exploring possible changes
The revision of the internal models approach, a key part of the Basel III market risk capital regime, is the topic of intense debate in banking and regulatory circles. But what isn’t debatable is the level of IMA adoption – or, more precisely, the lack of it.
Only 10 out of 26 firms
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