Bank groups revise trading book counter-proposals
Industry associations seek to put banks in control of diversification treatment - but propose regulatory safeguards
Three banking industry associations are set to publish a new response to the Basel Committee on Banking Supervision's proposed overhaul of trading book capital rules – issued last May. The document revisits two issues – diversification and model approval – that attracted heavy criticism during a comment period that ended in September.
The committee had proposed desk-level approval of internal models, with capital charges being aggregated according to regulator-set correlation parameters. Banks
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