ALM Europe: Basel right to rein in capital models, says EIB exec


An international regulatory review of trading book capital rules will lead to the end of internal capital modelling, according to Giovanni Gentili, head of risk in the European Investment Bank's treasury unit, who spoke at the ALM Europe conference in London yesterday.

Among other initiatives, the review – published in proposal form in May by the Basel Committee on Banking Supervision – suggests introducing a floor or surcharge for banks that are allowed to model their own capital requirements.

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