European regulators resist Basel risk models clampdown

EU authorities express concern over move to less risk-sensitive capital requirements


Moving away from risk-based modelling and significantly increasing capital requirements in the latest round of international bank regulations would be a mistake, according to three top European regulators.

While regulators agreed there needs to be more comparability between banks' modelling of risk-weighted assets, they said they are against a regulatory system built around measures that are not risk-sensitive, such as the leverage ratio, or capital floors based on standardised approaches.


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