Swedish DMO raises concerns over Basel III impact on bond trading


The chief economist of the Swedish debt management office has raised concerns about the effect of Basel III's decision to let billions of dollars in unrealised gains and losses on available-for-sale (AFS) bonds flow through to common equity Tier I. They have previously been filtered out, and banks say the change will make their capital numbers more volatile.

To dampen this volatility, some banks are looking at moving their AFS securities – which typically contain a high proportion of government

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