Skip to main content

European banks face steep op risk capital hike from SMA

Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks

Mountain climbers
European banks could see their op risk RWAs climb sharply

European banks are expected to see steeper increases in risk-weighted assets (RWAs) for operational risk than their US counterparts under the Basel Committee on Banking Supervision's proposed standardised measurement approach (SMA) for calculating risk capital.

"Our initial estimates are that the impact on the US banks would not be very significant, and that's how we want it to be," says a

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

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

Emerging trends in op risk

Karen Man, partner and member of the global financial institutions leadership team at Baker McKenzie, discusses emerging op risks in the wake of the Covid‑19 pandemic, a rise in cyber attacks, concerns around conduct and culture, and the complexities of…

Most read articles loading...

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