German banks attack Basel charge for banking book rate risk

Current plans unsatisfactory, says industry association

BIS headquarters, home of the Basel Committee

Market participants have slammed regulators' attempts to draw up a standard capital charge for interest rate risk in the banking book, saying draft plans are not satisfactory and will struggle to reflect the risk profile for some products, including mortgages.

"Do we think this is feasible? To tell you the truth, I hope not, because what they have come up with so far doesn't really show very satisfactory solutions," said Michaela Zattler, division manager for banking supervision at Germany's

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