Basel faces challenge on charge for interest rate risk in the banking book

It’s no secret that bank regulators are looking to fill a gap in the capital framework by introducing a charge for interest rate risk in the banking book. But with the rules likely to arrive as rates start to be hiked, there’s a lot riding on the project. By Lukas Becker


The US Federal Reserve has been walking a tightrope over the past couple of months – flagging the possibility that it will rein in its quantitative easing programme, while trying to avoid panic in a still-fragile market. US bond yields have surged regardless – it may not happen today or tomorrow, but market participants know rates are likely to start rising again at some point in the not-too-distant future.

All this makes the Basel Committee on Banking Supervision’s attempts to develop a

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