Global regulators may impose restrictions on the way lenders model risk and assign capital after a review of banks' trading practices found wide differences in the approach banks use.A n analysis of banks' calculation of the riskiness of their assets found "material variation" across the industry, Stefan Ingves, chairman of the Basel Committee on Banking Supervision, said in CapeTown. Bloomberg reported on the speech.Chairman of the Basel Committee on Banking Supervision Stefan Ingves said, "The committee's work on how banks calculate risk weighted assets also feeds into a broader concern that, in pursuit of risk sensitivity, the Basel III framework has grown too complex."Regulators could respond with tougher disclosure rules or "limitations in the modelling choices for banks," Ingves said."The committee's work on how banks calculate risk weighted assets also feeds into a broader concern that, in pursuit of risk sensitivity, the Basel III framework has grown too complex."Delays in implementing Basel III capital rules aren't "critical" at this stage, Ingves said.The "lengthy phase-in period" means "that in 2013 the new requirements should not be particularly burdensome for banks," he said. "None of the new deductions from capital are applied this year."