National regulators able to ‘opt out’ of Basel II maturity treatment

The move – made in response to fierce German opposition to initial proposals – means national regulators can opt out of forcing banks to use a full maturity adjustment in marking-to-market loans to domestic firms. But this only counts for firms with consolidated sales and consolidated assets of less than €500 million.

Many studies have shown that banks should hold more capital against longer-term loans. “The data analysed by the committee clearly shows that you have these upward-sloping curves

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