Apac banks expect muted op risk capital hit from softened SMA

Chinese lenders have largest capital requirements in region; banks expect muted increase on average

Shanghai skyscraper
China's largest banks currently have the highest minimum required op risk capital in the region

Asia-Pacific banks are set to benefit from the Basel Committee on Banking Supervision’s decision to soften its new approach to calculating operational risk capital requirements, with most banks in the region expecting a muted impact on capital under the new framework – while some could be in line for sizable cuts.

The standardised measurement approach (SMA) – the final iteration of which was agreed upon by global policymakers as part of a package of reforms to the Basel III framework earlier

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free registration? Click here

This address will be used to create your account

Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here