Basel still pushing for capital model floors

Bank treasurers call plan to underpin internal models with standardised floors “unmanageable”

The Bank for International Settlements, Basel
Bank for International Settlements building, home to the Basel Committee
Ulrich Roth

The Basel Committee has confirmed it is to push ahead with proposals to introduce standardised floors that will establish a baseline capital requirement for banks' internal risk models – a move that looks set to enrage bank treasurers who yesterday denounced such proposals as "unmanageable".

Speaking at the International Conference of Banking Supervisors in Santiago earlier today (November 30), Basel Committee chairman Stefan Ingves stated that the body has reached a consensus on finalising its

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: