Revealed: FRTB impact three times higher than expected

Undisclosed Isda study finds capital hike outweighs previous Basel Committee estimate

Final market risk capital rules will lead to a higher increase in bank capital requirements than previous estimates given by international regulators earlier this year, an undisclosed industry study has found. The capital hike could force firms to scale back trading activities to meet the new rules, bankers fear.

In January, the Basel Committee on Banking Supervision estimated the new regime would result in a 22% weighted average increase in capital. But a recent study by industry body, the