QIS confirms rising trading capital

BASEL - Trading book capital levels should increase two- or three-fold, if proposals from the Basel Committee on Banking Supervision are implemented, according to the committee's latest quantitative impact study (QIS).

In January, the committee's trading book group suggested changes to capital requirements for bank trading books - specifically for the capital linked to incremental risk, stressed value-at-risk, and securitisation and equity market risk - intended to stamp out abuse of the trading

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: