Basel RWA review said to show banks 'many multiples' apart
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
Regulators are said to be expecting a backlash as they prepare to release the first half of a year-long comparison of capital modelling at different banks, which industry sources believe will reveal huge disparities in the risk-weighted asset (RWAs) numbers against which capital is held. Instead of dampening scepticism about the regulatory capital regime – which had been the industry's hope – the Basel Committee on Banking Supervision study could now add weight to calls for a fundamental rethink
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