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EBA defends risk-weighting assets, considers divergent approaches

( December 18, 2013, 15:45 GMT | Official Statement) -- MLex Summary: The system of banks calculating how much capital they need to set aside to cover the cost of potential defaults remains valid, allowing lenders to use their knowledge of their customers and adopt appropriate risk management strategies, the European Banking Authority said. However, risk models differ greatly among institutions and jurisdictions and the EBA has issued several papers on the comparability of these risk-weighted assets. The EBA also considers whether variations in capital requirements amplify the effects of the economic cycle on financial institutions.The text of the statement follows. Click the attachment at the bottom to read the documents....

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