Bundesbank research finds 'room for improvement' in Basel approach to tail risk

The Deutsche Bundesbank released a discussion paper on April 23 about the impact of the Basel bank supervision reform on banks' ability to take tail risk in their trading book without facing a capital requirement penalty.

Authors Gordon Alexander, Alexandre Baptista and Shu Yan state that while the Basel supervisory framework allows banks to engage in tail risk activities, they do not necessarily suffer from a capital requirement penalty. "The Basel framework leaves room for considerable

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 [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking 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 individual account here: