Already under FRTB, some banks hope for modelling reprieve
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Risk Live: BMO and UBS opted for SA, but believe regulators could still opt to follow softer US rules
Banks that have already adopted new trading book capital rules are hoping revamped – and softer – US proposals will force other regulators to defang the framework as well.
So far, almost all banks operating under the Fundamental Review of the Trading Book have chosen to abandon the use of internal models in favour of the new regime’s standardised approach, which is simpler and cheaper, but
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