Banks turn away from FRTB internal models in Europe : vimars

Drawbacks mean even fewer model approval applications planned than past ECB survey suggested

Related Keywords

, Basel Committee On Banking Supervision , European Central Bank , Basel Committee , Banking Supervision , European Central Bank Ecb , Basel Committee On Banking Supervision Bcbs , Europe , Frtb , Market Risk , Nternal Models Approach Ima , Apital Requirements Directive Crd , Standardised Approaches , Trading Book , Basel Iii , On Modellable Risk Factors Nmrf , Isk Weighted Assets Rwas , Ingle Supervisory Mechanism Ssm , Ensitivities Based Approach Sba , Regulation ,