Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
An impact study meant to inform a new capital framework for loans, deposits and other non-traded products has been postponed – the latest in a series of delays to hit a project that is said to have divided regulators.
For two years, a Basel Committee on Banking Supervision working group has been working on proposals to regulate interest rate risk in the banking book (IRRBB) under a standardised capital charge, rather than under the current Pillar II framework that leaves capital to the
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