Models could lose appeal under new trading book rules

Rise of standardised approach would be 'a loss for the banking industry'

calculator

Fewer banks will seek approval to model their trading book capital requirements if a review of the current framework results in higher capital levels and a heavier workload, panellists at the Trading and Investment Risk conference in London warned this morning. That would be "a loss for the banking industry", according to Manoj Bhaskar, global head of regulatory and risk analytics at HSBC.

In some cases, banks that are already licensed to use the internal models approach (IMA) might revert to th

To continue reading...

You must be signed in to use this feature.

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: