QIS3 data forces CP3 changes to create "level playing field"

REGULATORY UPDATE

BASEL, SWITZERLAND -- The results of the third quantitative impact study (QIS3) -- released by the Basel Committee for Banking Supervision at the beginning of May -- helped support many of the changes made to the third consultative paper (CP3), released days earlier.

The average op risk capital requirement under the standardised approach (STA), calculated according to the changes made in CP3, is between 8% and 10% for the Group One banks in the G-10 and EU countries. The requirement for G-10

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