S&P to calculate bank risk capital

The move comes as banks seek to meet Basel’s Pillar II requirements.

S&P is reported to have said that the move comes as part of an attempt to assess overall risk levels better. It is particularly interested in capturing single-name concentrations, diversification through industry and geography and interest-rate risk. The agency believes this will enable it to provide its investor clients with more accurate and transparent capital ratios.

Its competitor Moody’s is starting to offer operational

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