
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5

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
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