ALM Europe: Basel right to rein in capital models, says EIB exec
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
An international regulatory review of trading book capital rules will lead to the end of internal capital modelling, according to Giovanni Gentili, head of risk in the European Investment Bank's treasury unit, who spoke at the ALM Europe conference in London yesterday.
Among other initiatives, the review – published in proposal form in May by the Basel Committee on Banking Supervision – suggests introducing a floor or surcharge for banks that are allowed to model their own capital requirements
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