Op risk capital to jump 45% for European banks under Basel III

- Alessandro Aimone
- @aimoneale
- 20 Mar 2019

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Basel's overhaul of its operational risk framework will hike capital requirements between 23% and 62% for European banks, and burden the region's lenders far more than their international rivals, data from the European Banking Authority (EBA) and Basel Committee shows.

The ban on op risk models and their replacement by a revised standardised approach (SA) – due to take effect in 2022 – is estimated to increase required op risk capital for European banks by 44.7% in aggregate over end-June 2018

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 print this content. Please contact info@risk.net to find out more.

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

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net