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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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Tears over tiers

Large European banks are expected to see their average Tier 1 capital requirements increase 18.6% under the fully-loaded Basel III rules from end-2018 levels, figures from the Basel Committee shows. The average capital increase for European Group 1 banks – internationally active firms with more than €3 billion ($3.3 billion) in Tier 1 capital – is driven by the introduction of the output floor (+7.4%), as well as changes to required capital for credit risk (+4%), operational risk (+3.7%), credit valuation adjustment (+3.4%) and market risk (+2.8%). This is partially offset by reduced capital requirements linked to the leverage ratio, which lowers the total amount by 2.6%.

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