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US banks face $35 billion hit from 'Basel Endgame', says Oliver Wyman

Published 15/02/2024, 10:02
© Reuters. FILE PHOTO: A woman holds a child in front of Canary Wharf skyline, in London, Britain September 14, 2020. REUTERS/Hannah McKay/File Photo
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By Stefania Spezzati

LONDON (Reuters) - U.S. banks could lose up to $35 billion in revenues in 2025 under current proposals for new capital rules that could "relevel the playing field" for European lenders, a study showed on Thursday.

The 'Basel III Endgame' standards, the final leg of international bank capital rules that followed the global financial crisis, could impact U.S. banks disproportionately, according to consultancy firm Oliver Wyman.

Each country decides how it will apply the globally agreed Basel rules, leading to some differences in practice, and current proposed U.S. rules are more punitive than European proposals in how market, credit, and operational risk capital are calculated, it added.

European lenders could gain about half the revenue lost by their U.S. peers from next year, with non-bank financial firms such as private credit funds and non-bank liquidity providers winning the rest, the study said, adding that European wholesale banking revenue totalled $195 billion in 2023.

The Federal Reserve is considering possible adjustments to the rules, due to be introduced mid-2025, after U.S. banks warned that they risked causing lenders to curtail lending.

While Oliver Wyman expects changes to the current rules, it said that in the current form Basel III "could largely close the return gap between US and European banks, relevelling the playing field for Europeans."

"It presents an interesting change in direction and an opportunity for European banks," partner Ronan O'Kelly told Reuters.

European banks have lost market share to more profitable U.S. banks since the 2008-09 financial crisis, with investment banking league tables dominated by the Wall Street giants.

European lenders Deutsche Bank (ETR:DBKGn), HSBC (LON:HSBA), Barclays (LON:BARC), BNP Paribas (EPA:BNPP), Societe Generale (EPA:SOGN) and UBS have seen their share of capital markets business shrink to 35% in 2022 from 41% in 2012, against U.S. firms JP Morgan, Citi, Goldman Sachs (NYSE:GS) and Bank of America (NYSE:BAC), Oliver Wyman found.

But Europeans' share could rise 10 percentage points after Basel III rules are adopted, it said.

Morgan Stanley (NYSE:MS), which contributed to the research, was excluded from the numbers.

Basel III rules agreed include stricter capital, leverage and liquidity requirements for big banks and aim to boost financial stability.

© Reuters. FILE PHOTO: A woman holds a child in front of Canary Wharf skyline, in London, Britain September 14, 2020. REUTERS/Hannah McKay/File Photo

The current U.S. rules are likely to result in a 35% increase in so-called risk-weighted assets (RWA) for U.S. banks globally and international banks' U.S. subsidiaries, compared with 15% for European banks, Oliver Wyman said.

Risk-weighted assets measure how much capital banks need to hold against the risks they are taking.

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