IFRS 9 volatility persists

Pic© Keith S Brown

Category: Capital Relief Trades ABS

Previous Story       Next Story

The Bank of England did not disclose any data on the capital impact of IFRS 9, following the recent PRA stress tests, as had initially been expected - although subsequent statements by the central bank signal no overall impact for stress-based capital requirements. However, sources in the capital relief trade market note that the need for managing IFRS 9 volatility remains.

Already registered?

Not yet registered? Join today to access SCI Content.