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PRA struggles to align with Fed's FRTB modelling changes

Created at 9 Sep · 3:41 AM1 source↑ Market-relevant
IN SHORT

The UK's Prudential Regulation Authority is finding it difficult to keep pace with the U.S. Federal Reserve's evolving approach to global trading book capital standards, raising concerns about a potential competitive disadvantage for UK banks.

Who's Involved

Prudential Regulation Authority
UK regulator struggling with FRTB modelling alignment
Federal Reserve
US central bank whose FRTB modelling changes are difficult to follow

↳ Why This Matters

Discrepancies in regulatory capital modeling between major financial centers like the UK and the US can create uneven playing fields, potentially impacting the competitiveness and profitability of banks operating in different jurisdictions.

Key facts

  • The UK's Prudential Regulation Authority (PRA) is facing challenges in aligning with the U.S. Federal Reserve's evolving standards for trading book capital.
  • These changes relate to the Fundamental Review of the Trading Book (FRTB) framework.
  • Industry participants are concerned that the PRA's difficulty in keeping pace could grant U.S. banks a competitive advantage in terms of capital requirements.
  • The PRA has been observed to miss regulatory alignment deadlines or adjustments.

The Prudential Regulation Authority (PRA) in the UK is encountering difficulties in adapting to the U.S. Federal Reserve's shifting interpretations and details concerning globally agreed standards for trading book capital, specifically related to the Fundamental Review of the Trading Book (FRTB).

Industry practitioners have observed these discrepancies and are expressing concern that the PRA's struggles to keep pace with the Fed's evolving approach could result in U.S. banks gaining a capital advantage. The PRA has reportedly made efforts to align with the new standards, but has been noted for missing key regulatory beats.

The article suggests that these alignment issues could place UK financial institutions at a disadvantage compared to their U.S. counterparts.

Frequently asked questions

FRTB stands for the Fundamental Review of the Trading Book, a global regulatory standard designed to reform the calculation of capital requirements for banks' trading activities.

The article suggests the PRA is finding it challenging to keep pace with the U.S. Federal Reserve's evolving interpretations and implementation details of the FRTB standards, potentially due to the complexity and ongoing nature of these regulatory changes.

There is a concern that if the PRA fails to align closely with the Fed's approach, U.S. banks might benefit from a capital advantage, making them more competitive.

What Happens Next

01Further monitoring of PRA's alignment with FRTB standards.
02Assessment of the impact on UK and US bank capital ratios.
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How It Developed

The PRA is attempting to adapt to changes in the Fed's FRTB modelling standards.
Practitioners are concerned that these differences will give U.S. banks a capital advantage.
The PRA has been noted for missing regulatory alignment beats.

Sources

T1
PRA struggles to follow Fed’s FRTB modelling movesRisk.net

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