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Basel watchdog curbs bank capital discretion for supervisors

Published 21/04/2015, 12:48
© Reuters.  Basel watchdog curbs bank capital discretion for supervisors

By Huw Jones

LONDON (Reuters) - Global regulators have jettisoned a string of national "waivers" from bank capital rules to help restore credibility in benchmark ratios published by lenders.

Regulators have found wide variations in the amount of capital banks hold against a similar set of loans, denting investor confidence in published capital ratios and hit valuations in the sector.

The Basel Committee of banking supervisors from nearly 30 countries published six examples of capital requirements on Tuesday where national regulators will no longer have discretion over whether to apply them or not.

"National discretion allows countries to adapt the Basel standards to reflect differences in local financial systems," the committee said in a statement on Tuesday.

"However, the use of national discretions can also impair comparability across jurisdictions and increase variability in risk-weighted assets."

The discretions include more time or laxer treatment of past-due loans and retail exposures.

The committee also said national discretion related to how banks use internal models to quantify equity exposures will expire next year.

"The committee will continue to monitor national discretions and consider further removals from the framework," the statement said.

The waivers were introduced under the so-called Basel II global bank capital requirements accord and have remained in the updated Basel III version now being introduced.

The changes are likely to impact banks in emerging markets such as China, Brazil and Mexico in particular where they were more widely used.

Tackling variations in risk-weightings is a top priority at the Basel Committee which is also looking at the introduction of capital "floors" below which a bank cannot go whatever the amount the bank's model says is needed.

Regulators in countries such as Britain, Switzerland and the United States have put heavier emphasis on making banks comply with leverage ratios, or capital based on a bank's total assets on a non-risk-weighted basis, making it harder to cut the amount of capital needed.

Only the biggest banks use their own models to calculate capital levels as the vast majority use the so-called standardised approach of common rules set out Basel.

Basel has also proposed requiring big banks to correlate the amount of capital they hold much more closely to what would be required under the standardised approach.

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