EU Pillar 2 charges hold steady in 2020
Capital add-ons range between 0.75% and 3.5% of RWAs in size
Capital add-ons for European banks in 2020 amount to 2.1% of risk-weighted assets (RWAs), the same as the previous year, with Cypriot, Slovenian and Greek lenders attracting the largest on average, data from the European Central Bank shows.
The largest Pillar 2 requirements (P2Rs) – bank-specific capital add-ons set by watchdogs – of 3.5% were imposed on Ireland’s Ulster Bank, Cyprus’s RCB Bank and Slovenia’s Abanka. The smallest, of just 0.75%, applied to French banks Caisse de refinancement
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