Goldman most threatened by Fed’s rejig of modelled capital charges
End of credit risk modelling and scaling up of SCB’s role could tip six US banks below minimum requirements
A proposed overhaul of the capital adequacy regime for large banking organisations in the US could tip six lenders below their Common Equity Tier 1 (CET1) capital requirements, Risk Quantum analysis shows.
As part of its Basel III endgame package of regulations released on July 27, the US Federal Reserve outlined a new framework for calculating risk-weighted assets (RWAs), called the expanded risk
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