EC mulls blanket FRTB multiplier
Leaked doc includes bank-specific or industry-wide relief on impact of new EU market risk rules
The European Commission is considering whether to set blanket multipliers, to mitigate increases in bank capital requirements likely to result from an upcoming revamp to trading book rules, according to four sources. The new idea is being studied alongside targeted amendments already proposed by the legislator earlier this year.
A revamp to market risk capital rules – known as the Fundamental
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