AIB welcomes AFS bond filter preservation

Senior risk manager says economy too fragile to remove filter

aib-bankcentre-dublin
Allied Irish Banks headquarters in Dublin

A senior Allied Irish Banks (AIB) risk manager has expressed support for Ireland's temporary exclusion of government bond volatility from bank capital, saying the economy is too fragile for it to be removed just yet.

The Basel III prudential rules remove a filter that had blocked unrealised gains and losses on debt instruments held in the available-for-sale (AFS) accounting category from affecting capital, as regulators felt the volatility of these holdings should be recognised. However

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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: