QIS5 results show US right to worry


The QIS4 results – which focused only on the advanced internal ratings-based approach under credit risk as that is the only approach being allowed in the US by banks implementing Basel II – showed a 12.5% decline in required capital.

Meanwhile, the QIS5 results for the A-IRB approach showed a 7.1% decline for G-10 Group 1 banks, while G-10 Group 2 banks showed a whopping 26.7% decline. EU banks in Group 1, as calculated by the Committee of European Banking Supervisors, showed a 8.3% drop, while

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