Basel III output floor set to bind 24% of banks
Latest BCBS monitoring report shows four-fold increase over next seven years
Almost a quarter of banks globally are set to be bound by the Basel III output floor on internally modelled capital requirements by 2028, up from just 6% at end-2021, figures from the Basel Committee on Banking Supervision (BCBS) show.
The output floor bars banks from reducing their modelled capital requirements below 72.5% of the amount generated by the revised standardised approach. Presently
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.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Japan’s G-Sibs’ fallback fund RWAs top ¥1trn
SMFG drives 62% quarterly rise as MUFG cites methodology effects
Equity VAR at top US banks hits highest level since 2020
Goldman Sachs, Morgan Stanley and JP Morgan lead surge; Citi bucks trend with unusual negative reading
Top US banks’ secured funding outflows grow to record $1.6trn
Stressed cash outflows hit new highs at all eight G-Sibs in Q2
HSBC’s higher-risk NBFI loans nearly double
Stage 2 exposures rise 81% as an additional $1.8bn crosses quantitative risk thresholds
Cross-border credit to the US hits highest since 2008
Milestone of crossing a fifth of GDP represents culmination of decade-long trend
Saudi CCyB hike lands as economy contracts
Three banks face SAR17 billion increase in countercyclical buffers
Market RWAs surge across Chinese banks in Q1
Eleven of 13 lenders report increases as total hits record 2.97 trn yuan
Morgan Stanley joins Goldman below old 5% SLR threshold
Four US G-Sibs reach record-low ratios as leverage requirements ease
