Basel Committee will look at interest rate risk and liquidity reforms
Pablo Hernández de Cos says more analysis needed on minimum capital for interest rate risk
The Basel Committee on Banking Supervision will examine whether to change global regulations on interest rate risk and liquidity, its chairman announced on September 14.
Pablo Hernández de Cos said the committee would examine interest rate risk in the banking book, or IRRBB. The oversight body for the Basel Committee met earlier this week and agreed to examine both interest rate risk and Basel III’s liquidity rules.
The move comes after the collapse of Silicon Valley Bank and other US lenders
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