Trading book rules fail to shed light on bank capital needs


The capital charge banks can expect from new trading book rules is still unclear - despite the publication of a 43-bank study by the Basel Committee on Banking Supervision on October 15.

While the quantitative impact study (QIS) reports an average increase of 223.7% in trading book capital, it does not include the impact from securitised assets. When this is added on, the International Swaps and Derivatives Association warns, capital will be boosted threefold at least, with bigger institutions

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