Basel Committee softens impact of revised market risk framework

The Bank for International Settlements, Basel
Ulrich Roth

Senior central bankers and regulators have signed off a key outstanding part of the Basel III framework, softening the expected impact on banks’ capital ratios devoted to market risk.

On January 14, the Group of Central Bank Governors and Heads of Supervision (Ghos) endorsed a revised market risk framework. The Ghos also agreed the 2019 work programme for the Basel Committee on Banking Supervision, which it oversees.

The finalised framework is now expected to result in a weighted average

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