Basel Committee has work cut out on interest rate risk charge

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The Basel Committee on Banking Supervision has restarted an initiative to develop a Pillar I charge for interest rate risk in the banking book, but the group will have to tackle a number of complex challenges to arrive at a viable standard – and the challenges may ultimately be too great, some bankers say.

A taskforce on interest rate risk has been created by the committee to explore the issue, but the initiative is at its early stages and a report is not expected until next year.

"A number of

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