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.
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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