Deutsche Bank faces op risk capital hit from DoJ fine

A big fine could weigh on Deutsche Bank's op risk RWAs

Steve Marlin
01 Nov 2016

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Deutsche Bank's looming settlement with the US Department of Justice (DoJ) over its handling of mortgage securitisations could attract punitive capital charges under the standardised measurement approach (SMA) for calculating operational risk exposures.

The Basel Committee on Banking Supervision is finalising a proposal that would replace the advanced measurement approach (AMA) for operational risk capital with the more punitive SMA, which treats outsized losses more harshly.

The DoJ is said

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