The median bank's market risk capital requirement would rocket up to 76% under the revised framework coming in 2022, a study by the Basel committee shows – with requirements for smaller banks rising the most.
The median ‘Group 2’ bank – with Tier 1 capital of less than €3 billion – would see minimum market risk capital requirements surge 76% over current levels when the new methodology, also known as the Fundamental review of the trading book (FRTB), comes into force.
The median ‘Group 1’ bank
- Bank risk manager of the year: UBS
- Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
- People moves: Asia hires at Credit Suisse, new UBS data role, NatWest takes UBS's Duclos, and more
- We need a different approach to supervisory stress-testing
- Risk solutions house of the year: HSBC