Basel group said to weigh changes to key FRTB test

EC and EBA officials criticise low pass rates for P&L attribution test

Basel Trendline
Basel group has been silent in public, but is listening in private

Regulators are said to be considering changes to a controversial test that determines whether banks can model their own trading book capital requirements – potentially making the test easier to pass.

Speaking at a conference in London on May 23, Mikael Katz – a market risk expert seconded to the European Commission from the Bank of England – said international regulators recognise there are problems with the profit-and-loss (P&L) attribution test and are reviewing alternatives.

“They are

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

Modernising compliance functions with regtech

Regtech addresses the complexities of regulatory requirements, offering innovative tools to modernise compliance functions, streamline processes and enhance efficiency. This article explores its role in compliance and reporting within the banking sector,…

Most read articles loading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here