February ICAS Newsletter- Issue 9/2025

The most significant changes, in the market risk framework, are the new templates for the collection of the alternative internal model approach (AIMA) risk measures under the fundamental review of the trading book ("FRTB") and the extension of the scope of the exercise to banks that apply solely the Alternative Standardised Approach ("ASA") methodology. For the credit risk framework only minor changes are being proposed. This consultation runs until 26 May 2025.