EU lawmakers delay FRTB capital charges

Leaked paper potentially pushes market risk capital charges beyond Basel’s 2022 deadline

FRTB-capital-charges-face-delay

European Union legislators have agreed to strip out revamped capital charges for market risk from a review of bank capital rules, introducing only a reporting requirement initially. The decision potentially delays full implementation beyond the 2022 deadline set by the Basel Committee, and could well dampen banks’ preparation efforts.

“There is a provisional agreement on the approach that essentially introduces reporting requirements before the FRTB [Fundamental Review of the Trading Book]

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