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 their number crunching.

A probe 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 a speech in Cape Town.

The EU and the U.S. missed the January deadline to start implementing the new measures, amid calls from some officials for the so-called Basel III rules to be scrapped in favor of a simplified form of bank regulation.