Output floor to constrain almost half of G-Sibs – Basel study

The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs

Output floors on modelled capital requirements will become the binding regulatory constraint for almost one in two global systemically important banks (G-Sibs) once the Basel III rules are fully implemented, up from around just one in four today, a study by the Basel Committee shows. 

The committee estimates that the Basel III output floor – which forces internal model banks to hold minimum capital equivalent to 72.5% of the amount generated by the revised Basel III standardised approach by

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