Basel Committee release revised incremental risk charge proposal

News

The Basel Committee on Banking Supervision released revised proposals for the charging of capital for incremental risk (IRC) in the trading book on July 22.

The rules, developed in conjunction with the International Organization of Securities Commissions, are in response to the credit crisis, which saw banks rack up billions of dollars in losses in illiquid structured credit products. And the rules follow on the back of a missive in April, in which the committee warned it would modify aspects of

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