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IRA report shows US banks would require more capital under Basel II
In contrast to the fourth Quantitative Impact Study (QIS 4), a report from Institutional Risk Analytics (IRA) suggests that the largest US banks will be required to hold more capital under Basel II than under current minimum capital requirements. “Basel II by the Numbers 2005” supports this with evidence from trading, derivatives and investment activities.
The summary metrics are based on data from the FDIC's research information service and aggregate all loan portfolios of the subsidiary banks
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