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Basel May Spike Banks Risk-Weighted Assets 24%
The new capital requirements adopted by the Basel Committee on Banking Supervision may spike the risk-weighted assets of European banks by an average of 24%, according to Morgan Stanley analysts.
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27 Sep 2010
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Latest news from Securitization
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Credit Suisse promotes Cronin to global co-head of CLOs
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Park Avenue returns to the market with first CLO
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