Basel Committee has work cut out on interest rate risk charge


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here