Basel Committee postpones release of QIS5 data to June

COVER STORY

Basel II's calibration – the 1.06 scaling factor for credit risk-weighted assets – will remain because the results of QIS5 showed only a 6.8% decrease in minimum required capital for group one banks, defined as internationally active and diversified institutions with Tier 1 capital of more than E3 billion.

In comparison, the US's QIS4 results showed a 15.5% drop which led to a year's delay in implementation of the Accord in that country and further study on the causes for that drop.

In QIS5,

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: