
Basel to unveil ‘Pillar 1-lite’ approach to rate risk
First public consultation expected this month in long-running project

A flexible approach to setting capital requirements for the interest rate risk on loans and deposits is set to share key elements of the originally planned rigid, standardised approach, according to industry and regulatory sources.
The competing visions for the regulation of interest rate risk in the banking book (IRRBB) are expected to be laid out for the first time in a Basel Committee on Banking Supervision consultation paper this month. The standardised treatment – a so-called Pillar 1
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.
Copyright Infopro Digital Limited. All rights reserved.
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]
Copyright Infopro Digital Limited. All rights reserved.
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]
More on Asset liability management
Regulation
What lies beneath: Nomura’s iceberg balance sheet
Collateral received by the Japanese bank exceeds its total on-balance-sheet assets – does it matter?
Receive this by email