Impact study postponed for Basel rate-risk project
An impact study for a Basel Committee proposal on the standardised regulation of banking book interest rate risk has been pushed back until later this year. Regulators blame the delay on banks' IT constraints
An impact study meant to inform a new capital framework for loans, deposits and other non-traded products has been postponed – the latest in a series of delays to hit a project that is said to have divided regulators.
For two years, a Basel Committee on Banking Supervision working group has been working on proposals to regulate interest rate risk in the banking book (IRRBB) under a standardised capital charge, rather than under the current Pillar II framework that leaves capital to the
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