Standardised approaches pile up capital and data woes

Banks round on one-size-fits-all rules for market, credit and op risk

Change afoot: banks are watching the development of the new standardised approaches

A 500% jump in market risk capital requirements; a doubling of capital requirements for corporate lending; and a "significant" rise for operational risk – these are the scare stories flying around as the Basel Committee on Banking Supervision overhauls its standardised capital models.

In the past, banks with approval to model their own regulatory capital requirements might have shivered in sympathy, but would not have lost any sleep. Times have changed. The standardised approaches are being

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:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

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 individual account here: