Rabobank sees 5–10% RWA inflation from Basel III
Dutch mortgage floor and other model curbs set to accelerate reforms’ impact
Rabobank expects the final Basel III reforms to lift risk-weighted assets (RWAs) by between 5% and 10% from their January 1 level of €224 billion ($254 billion) – although a flurry of incoming model curbs may effectively bring the impact forward.
The co-operative lender’s forecast implied the package of reforms, in the current version proposed by the European Commission, would add between €11
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