G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
The Basel III endgame proposal published by the Federal Reserve on March 19 would reduce prospective capital requirements for US global systemically important banks (G-Sibs) by $45.2 billion through changes to the G-Sib surcharge, Risk Quantum analysis shows.
One element of the reform updates the coefficients used to calculate G-Sib scores under method 2, the US-specific framework. The existing
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