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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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Carry that weight

Revisions to the Basel Committee’s market risk framework will increase European banks’ market risk-weighted assets (RWAs) by 105% on average, a study by the European Banking Authority shows. The 2019 iteration of the Fundamental Review of the Trading Book standard, due to come into force in 2022, will hit those banks using the internal models approach hardest, pushing their market RWAs up 108% on average relative to current levels. Those planning to exclusively use the updated regulator-set standardised approach will see a smaller 76% increase on average.

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