Basel IV และผลกระทบต่อแผนกการซื้อขายของธนาคารขนาดเล็ก – ยังไม่ชัดเจนในรายละเอียด

It's definitely a nuanced area. For smaller banks, the capital charge for CVA could indeed be significant if their derivative portfolios are material. Are you seeing any early signs of desks already reducing exposure or just exploring new hedging strategies?

It's not just smaller banks that are finding the specifics hazy. The proposed op risk capital requirements in particular seem to be a moving target, which makes planning difficult for any institution, regardless of size. Are you seeing any consistent interpretations emerge from compliance specialists yet?

Totally agree, it's still a bit murky. For those smaller prop desks, the op risk changes especially could mean a disproportionate hit given their resource constraints compared to the big players.

Yeah, it's definitely a nuanced area. I think for smaller banks, the operational risk capital calculation changes, in particular, could really sting if they don't have super robust data and frameworks in place already. Are you thinking more about how it affects their ability to justify prop trading, or the actual capital hit?

It's not just the smaller banks. The nuances of how the 'output floor' will ultimately impact capital requirements across different asset classes for prop trading desks, regardless of size, are still quite debated. I suspect we won't see full clarity until closer to the actual implementation dates.