GFMA, the Institute of International Finance and the International Banking Federation have responded to the Basel Committee's consultation on capital requirements for banks' equity investments in funds. They propose a materiality threshold below which banks would not have to use the approaches described in the consultation to assess funds' underlying, but would rather be allowed to use a conservative estimate. They suggest that the threshold should be set at 5% of a bank's Tier 1 capital, in line with the large exposure framework. (Source: Industry Response on Banks' Investments in Funds' Equity)
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