With spikes in capital requirements on the way, European banks are fretting over how to avoid ending up with mispriced trades in structured products linked to funds.
Already, some banks have stopped offering products that expire after 2023, when the new Basel rules on market risk are expected to come into force in the European Union, while some are charging more for them. Others are looking closely at both of these options.
“We know the treatment of this business post-2023 will be very
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