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Audio
Basel IV Risks Turning Back the Clock on Bank Capital Regulation
Adrian Docherty examines the evolution of global bank capital regulation from Basel I to Basel IV, arguing that recent reforms have moved away from genuine risk sensitivity in favour of standardisation. He explores how output floors, leverage requirements and regulatory divergence could reshape balance sheet management, while warning that emerging threats such as cybersecurity and private credit may prove more significant than the risks current frameworks are designed to address.
Nov 04, 2026
Adrian Docherty, Head of Bank Advisory, BNP Paribas
Tags:
ALM, Treasury and Liquidity Risk
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