
European FRTB capital charges hang by a thread
EU Council mulls introducing only reporting requirements in CRR II, or a very low scalar

Legislators in the European Union might strip out the application of revamped capital requirements for market risk from a current review of bank rules. The new requirements would instead be switched into a future legislative package that isn’t expected to be proposed until the next European Commission is appointed, perhaps as late as the second half of 2020.
Instead, EU banks would only have to report the outputs of the new market risk framework – known as the Fundamental Review of the Trading
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