Europe’s banks can’t agree on how to fix the output floor
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Some want market risk excluded, while others push for greater savings from credit modelling
European banks are locked in a seemingly intractable dispute over how to wring capital savings from internal models.
The region’s largest banks have been unable to forge a consensus on what reforms are needed to the output floor, a key part of the final Basel III rules agreed by global bank regulators in 2017 that caps the potential capital savings from internal models at 72.5% of all standardised
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