Industry fears grow ahead of Basel IRB consultation

Biggest share of bank capital at stake as regulators take aim at credit models

Citigroup Centre
Banking industry group Afme is based at Citigroup Centre in London's Canary Wharf

Bank lobbyists fear an upcoming consultation from the Basel Committee on Banking Supervision will limit the ability to model capital for loan portfolios and produce higher capital requirements. Regulatory capital modelling for market and operational risk is already more constrained, but credit risk can account for two-thirds of the total capital base even at banks with large trading businesses.

The consultation on the internal ratings-based (IRB) approach – part of the Basel II framework which

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