Basel takes flak over FRTB impact assessment

Market participants say capital hit has been underestimated

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Basel argues widespread model use will bring down capital hit

Banks claim the impact of new market risk capital rules is being incorrectly downplayed in new regulatory analysis.

The Basel Committee on Banking Supervision published the findings of its latest Basel III monitoring exercise on February 28, which included estimates of the capital impact of its revised market risk regime, the Fundamental review of the trading book (FRTB). Its analysis acknowledges the regime is likely to lead to a broad increase in minimum capital requirements, but it argues

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