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Risk profile

Category: Capital Relief Trades ABS


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Basel 4 impact to vary based on business model

The EBA last month published its advice on the implementation of Basel 4 in the EU, with its impact assessment suggesting that the full implementation of the new framework under conservative assumptions will increase the minimum capital requirement (MRC) by 24.4% on average. Although the resulting capital impact is highly dependent on the strategy of each bank, it is expected to affect the risk transfer market in a number of ways.

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