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 ...

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