Basel takes flak over FRTB impact assessment

bis-5 — Basel argues widespread model use will bring down capital hit

Louie Woodall
03 Mar 2017

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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

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 print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You already have an account with us*. Sign in below to continue.