The Prudential Regulation Authority has proposed changes to the UK\u2019s Basel 3.1 market risk framework aimed at making it easier for banks to use internal models to calculate capital requirements.<\/p>\n
The consultation<\/a>, published on June 19, focuses on the internal model approach, used by banks to model market risk in trading books rather than relying solely on the regulator\u2019s standardised approach.<\/p>\n This is a premium article. Want to continue reading?Benefit from expert analysis, exclusive data and rankings, clear insight into innovation, regulation and strategy, and the context you need to stay ahead of critical developments in global finance.View your access options<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"The Prudential Regulation Authority has proposed changes to the UK\u2019s Basel 3.1 market risk framework aimed at making…\n","protected":false},"author":2,"featured_media":87979,"comment_status":"","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":"","_share_on_mastodon":"0"},"categories":[8],"tags":[77,13188,44711],"class_list":["post-87978","post","type-post","status-publish","format-standard","has-post-thumbnail","category-basel","tag-basel","tag-enforcement","tag-provision"],"share_on_mastodon":{"url":"https:\/\/pubeurope.com\/@ch\/116777984028305541","error":""},"_links":{"self":[{"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/posts\/87978","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/comments?post=87978"}],"version-history":[{"count":0,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/posts\/87978\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/media\/87979"}],"wp:attachment":[{"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/media?parent=87978"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/categories?post=87978"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.europesays.com\/ch\/wp-json\/wp\/v2\/tags?post=87978"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}