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 over
The week on Risk.net, May 12-18, 2018Receive this by email