Basel lacks data to judge FRTB impact, critics claim

Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas

Pick a number: critics claim Basel Committee lacks data on trading book overhaul

Dealers are increasingly worried about an ambitious overhaul of capital requirements for bank trading books, scheduled for release by the end of this year. Although the Basel Committee on Banking Supervision has carried out three impact studies on its Fundamental Review of the Trading Book (FRTB), banks say only the third has furnished useful data, and that many details remain untested.

Risk revealed last month that plans for a fourth quantitative impact study (QIS) have been scrapped. The

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