FRTB packs bigger-than-expected capital punch

competitive-business-boxing-suit — FRTB is expected to deliver a painful blow to banks

Nazneen Sherif
13 Apr 2016

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The Basel Committee on Banking Supervision’s final trading book rules would result in a 2.4-times jump in capital requirements when using the new standardised approach, an industry study has revealed.

The impact study, which was based on data from 21 major banks, was carried out by three industry groups: the Global Financial Markets Association (GFMA), Institute for International Finance (IIF) and the International Swaps and Derivatives Association.

The findings – shared exclusively with Risk

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