Regulators have 'keen interest' in FRTB liquidity effect

Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules

photo of the basel committee headquarters
Liquid impact: the FRTB is set to hike bank capital requirements by up to 2.4 times, says a study

Regulators lag behind the industry in their understanding of the impact of new regulations such as the Basel Committee on Banking Supervision’s new trading book capital rules, but they have a “keen interest” in learning more, said a member of the working group developing the rules.

The Basel Committee’s Fundamental review of the trading book (FRTB) is set to hike bank capital requirements by up to 2.4 times, according to an industry study. Many market participants had already warned the FRTB

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