
FRTB: Asian banks criticise simpler standardised approach
Branch entities of larger banks barred from using simplified version of SBA

Smaller branches of Asian banks are likely to be prevented from using a new, simpler approach to calculate market risk capital that was designed with small banks in mind. This is due to restrictions that come with it, they say, including explicit provisions from the Basel Committee on Banking Supervision that would stop banks ‘cherry-picking’ their risk methodologies.
A consultation launched by the committee last month aimed at small banks with limited trading activities proposes simplifying
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