Basel May Spike Banks Risk-Weighted Assets 24%

27 Sep 2010

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.

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. Based on a study of 12 banks, the analysts project that CréditAgricole and Credit Suisse would have ...

Already a subscriber?

Continue reading this article

Try full access to GlobalCapital

Free trial

Want to learn more? View subscription options