Basel III heralds 41% op risk jump for EU banks

Lorenzo Migliorato
11 Oct 2021

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Revised rules for calculating operational risk will cause European Union banks’ capital requirements to surge by 40.5% from end-2020 levels, data from the European Banking Authority (EBA) shows.

As part of the Basel III reforms, banks worldwide will have to discontinue the use of the advanced measurement approach (AMA) by 2028 and assess operational risk exclusively through a new standardised measurement approach (SMA).

Op risk Tier 1 capital charges are expected to jump 43.5% for

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