Apac banks expect muted op risk capital hit from softened SMA
Chinese lenders have largest capital requirements in region; banks expect muted increase on average
Asia-Pacific banks are set to benefit from the Basel Committee on Banking Supervision’s decision to soften its new approach to calculating operational risk capital requirements, with most banks in the region expecting a muted impact on capital under the new framework – while some could be in line for sizable cuts.
The standardised measurement approach (SMA) – the final iteration of which was agreed upon by global policymakers as part of a package of reforms to the Basel III framework earlier
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