Basel III op risk method a stronger guard against losses – EBA

The fully-loaded version of the Basel III operational risk framework would have done a better job of covering actual losses incurred by European banks than the current regime, a regulatory study shows.

Using data from 146 banks, the European Banking Authority found that net losses overshot present op risk required capital on 10 occasions between 2015 and 2017. Had the incoming Basel III rules been in force, there would have been just three such overshoots.

The EBA also found that a watered

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: