EU market risk relief targets VAR measures

European authorities told national watchdogs that they have the power to blunt required capital increases set to hit banks’ trading businesses by adjusting value-at-risk and stressed VAR-based requirements. Relaxing these would most benefit dealers with a large proportion of their total market risk capital set using VAR-based measures, including Danske Bank, ING and BNP Paribas.

The European Banking Authority released a statement today (April 22) explaining the steps local authorities could

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