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

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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

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