Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Regulators lag behind the industry in their understanding of the impact of new regulations such as the Basel Committee on Banking Supervision’s new trading book capital rules, but they have a “keen interest” in learning more, said a member of the working group developing the rules.
The Basel Committee’s Fundamental review of the trading book (FRTB) is set to hike bank capital requirements by up to 2.4 times, according to an industry study. Many market participants had already warned the FRTB
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