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Central bankers say Basel on right track with bank capital rules

Published 11/09/2016, 19:08
Updated 11/09/2016, 19:10
© Reuters. Man uses traditional ATM in Bucharest

By Huw Jones

LONDON (Reuters) - Regulators are heading in the right direction in reforming the way banks calculate how much capital they must hold to stay solvent, a group of central bankers said on Sunday.

The reforms have been heavily criticised by lenders who say they will lead to hefty increases in capital requirements, an outcome the central bankers said should be avoided.

The world's top central bankers said on Sunday that completion of remaining post financial crisis reforms to bank capital was going in the right direction and the focus should be on avoiding large increases in requirements.

The Basel Committee of banking supervisors is finalising rules on how much capital lenders should hold to withstand shocks without needing the taxpayer handouts that many were given during the 2007-09 financial crisis.

The committee is facing hefty pushback from banks and some governments, especially in Europe.

The Group of Central Bank Governors and Heads of Supervision, or GHOS, met on Sunday to scrutinise progress so far on finalising the Basel III reforms ushered in by the financial crisis. Its members include the Federal Reserve, the Bank of England, and the European Central Bank (ECB).

"The GHOS endorsed the broad direction of the Committee's reforms," it said in a statement.

"The GHOS discussed the Basel Committee's ongoing cumulative impact assessment and reaffirmed that, as a result of this assessment, the committee should focus on not significantly increasing overall capital requirements."

Banks have dubbed the remaining reforms Basel IV, meaning a step change in requirements that they say will make it harder to increase lending to the economy.

The final reforms cover capital requirements for credit and operational rules, and stricter parameters for assessing the riskiness of assets.

They also include a new "floor" below which capital requirements cannot go, irrespective of the amount needed according to a bank's own modelling.

European banks in particular say this would penalise large holdings of low risk loans on their books, and give too much emphasis to the volume of assets rather than their riskiness.

Earlier this month, the European Union urged the Basel Committee to ensure that capital requirements were "not significantly increased in any of the major regions of the world".

Basel members like Japan have said the benefits of modelling should be preserved, while other members like the Fed are more sceptical about capital calculation models.

The GHOS statement on Sunday, which reinforces a similar statement at the start of the year, will buttress Basel, though banks expect some watering down when the final rules are published given concerns among some of its members.

"Finalising the committee's post-crisis reforms will complete Basel III and help restore confidence in banks’ risk-weighted capital ratios," said Mario Draghi, who heads the ECB and chairs GHOS.

Stefan Ingves, chairman of the Basel Committee and Governor of Sweden's central bank, said: "The Committee has taken significant steps over the past few months towards finalising the post-crisis reforms by the end of the year."

© Reuters. Man uses traditional ATM in Bucharest

Most banks across the world already meet or exceed the capital and liquidity requirements that Basel III sets out for full compliance by 2019.

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