Banks reject NMD maturity limits in interest rate risk rules

Consultation respondents warn of reduced lending and higher systemic risk

The Basel Committee's IRRBB consultation received a lukewarm response from the industry

Assumed durations for non-maturity deposits (NMDs) in the banking book do not reflect reality and would reduce lending and increase systemic risk, banks and industry bodies said in responses to proposed regulation.

The Basel Committee on Banking Supervision released a consultation paper in June outlining two possible ways of determining capital charges for interest rate risk in the banking book (IRRBB). The first imposes a standardised capital requirement, while the second leaves the decision on

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