Stellungnahme ZKA zum Dokument "Possible Changes to the Trading Book Capital Requirements"

15. Oktober 2008

The Basel Committee on Banking Supervision’s revised consultative document entitled “Guidelines for Computing Capital for Incremental Risk in the Trading Book” was only issued for comment on 22 July 2008. The deadline for feedback is also 15 October 2008. This consultative document contains the Basel Committee’s proposals on the supervisory rules for incremental risk modelling that are the subject of the Commission’s paper. Given that the Basel Committee’s discussions have not yet been completed, the timetable adopted at EU level is unacceptable in our view. The Basel Committee should first have the opportunity to evaluate the comments on its consultative document before its rules can be transposed into European law. As far as we know, the work of the Basel Committee will not be completed until the end of 2008 at the earliest. This must be taken into account in the timetable set in Brussels, which should first await the Basel Committee’s findings.

Because of the heavy overlap between the two papers, we have refrained from commenting separately on most points of the Commission’s working document and merely refer in this connection to our enclosed response to the Basel Committee. […]

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