Nine US banks could be caught by Fed’s revised market risk rule

- By Lorenzo Migliorato
- 16 Aug 2023

At least nine US lenders – among them American Express, First Citizens Bank and M&T Bank – may have to start capitalising trading exposures under a proposed rule change from the Federal Reserve, Risk Quantum analysis has found.

Under the current framework, adopted in 1996, banks are required to model and capitalise market risk only if their trading assets and liabilities sit above certain

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