QIS5 results released
Financial institutions using the advanced internal ratings-based (AIRB) approach would see a reduction in required capital of 7.1%, 5.8% lower than those using the foundation approach. Of the banks studied, 72% will opt for the AIRB approach.
The Committee of European Banking Supervisors (CEBS) published results largely in line with the BIS’ findings for G10 countries. All 18 countries in the European Union, as well as Bulgaria and Norway, completed the study to determine the effects of the
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