On 24 March 2026 the Basel Committee on Banking Supervision published its Basel III monitoring exercise as of 30 June 2025, and the single number a capital planning team should read first is 1.7%. That is how much the fully phased-in final Basel III framework would add to the Tier 1 minimum required capital of…
On 3 August 2026 the European Banking Authority published an EBA FRTB no-action letter (EBA/Op/2026/08) on the boundary between the trading book and the banking book, alongside a set of technical considerations on how EU banks should apply the market risk framework once the European Commission’s third FRTB Delegated Act takes effect. Both documents attach…
The EBA published a draft technical package for version 4.4 of its reporting and disclosure framework on 24 July 2026, and the comment window is short: feedback on the package and the accompanying glossary closes on 24 August 2026. This early release of the EBA reporting framework 4.4 is a feedback-stage view of the Data…
On 17 July 2026 the European Banking Authority opened a consultation (EBA/CP/2026/11) on draft Implementing Technical Standards that would reshape the 2027 market risk benchmarking exercise, and the change that matters most is one of population. The exercise that has run each year with around 40 institutions is set to capture around 100, because banks…
A trading desk that loses internal model treatment can face an immediate change in market risk capital. Under the PRA Basel 3.1 market risk rules, a desk that fails the model tests falls back to the standardised approach, and for many portfolios the standardised number is materially higher than the model number the desk was…
If your bank runs a trading book, the number that lands in your market risk own funds calculation on 1 January 2027 is no longer the number you spent two years building toward. On 4 June 2026 the European Commission adopted a delegated regulation that bolts a targeted multiplier and a set of operational relief…
If your trading desk capital plan for 2027 already assumes the full Fundamental Review of the Trading Book bites on 1 January, the European Commission just changed the arithmetic. On 4 June 2026 it adopted a delegated act that keeps the new Basel III market risk rules switching on as planned, but bolts a multiplier…