Rewriting the output floor: how EU reform options would split the banks
Skip to main content
Making transitional relief permanent would offer the biggest cut by 2033, while market-risk changes would create winners and losers
One of the foundations of the Basel III reforms is crumbling. The latest US capital proposals do not include an output floor, Canada has frozen its floor below the international standard, and the European Union is now looking for ways to soften its own regime.
The output floor is designed to limit the savings banks can make from using internal models to calculate their risk-weighted assets (RWAs)
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.
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
Most read articles loading…
Back to Top
You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.
