Basel III: EU G-Sib capital requirement to jump 25%
Basel III output floor will add 5.4% to minimum required capital
The largest European Union banks face a one-quarter increase in their minimum capital requirements under the fully-loaded Basel III rules, a study by the European Banking Authority (EBA) shows.
Global systemically important institutions (G-Siis) would see their minimum operational risk capital jump 7.5% from today, credit valuation adjustment capital 5.4%, credit risk capital 4.7% and market risk capital 3.4%.
They would also swallow a 5.4% capital increase due to the effects of the Basel III
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