IFRS 9 volatility persists

Pic© Keith S Brown

Category: Capital Relief Trades ABS


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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.

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