Delayed Basel trading book review will be broad, say supervisors
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
An upcoming review of Basel trading book rules will be wide-ranging, considering issues including value-at-risk, liquidity, credit valuation adjustment (CVA) and the distinction between banking and trading books, according to supervisors.
Although the Basel Committee originally told the Group of 20 nations that a fundamental review of trading book rules would be complete by the end of this year, it since been pushed back - regulators now expect to release a so-called “conceptual consultative
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