Beyond Basel 2.5: regulators prepare trading book review

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

As new trading book capital charges have piled up in the past three years – increasing from a single value-at-risk methodology to seven separate elements – so have the industry’s complaints. Banks see the regime as clunky and too conservative, arguing it double-counts risks and fails to recognise hedges. Consequently, risk managers have been looking forward to a fundamental review of trading book rules, originally scheduled for completion by the end of 2011. Having missed this self-imposed

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.

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]

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]