Capital floor
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Q&A: Finansinspektionen's Uldis Cerps on capital floors and too-big-to-fail
Floors framework should not overstate risk, says Sweden's bank supervision chief
Capital floors could spur risk-taking – Swedish FSA
"Very careful" calibration needed to avoid bad incentives, says senior supervisor