Deutsche predicts lower G-Sib charge
German lender expects to fall into 1.5% surcharge bucket by 2022
Deutsche Bank expects its systemic risk charge to drop following this year's assessment of too-big-to-fail banks by the Financial Stability Board.
The German lender's chief financial officer said on an earnings call earlier today (April 26) that the bank's systemic risk score, as calculated under the Basel Committee's methodology, would likely fall to 310 basis points this year from 363bp last year.
The lower score would affix a systemic risk charge of 1.5% of risk-weighted assets on
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