Impact study postponed for Basel rate-risk project

QIS was due to get under way last month but will now start in mid-2015

delayed-train-sign-web
QIS postponed until 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

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: