LONDON—The Basel II capital adequacy standard may, in some cases, overstate banks’ risks in securitisation transactions, according to Fitch Ratings, the credit rating agency. Similarly, the adoption of the International Financial reporting Standards (IFRS) also results in an over statement of banks’ retained risks in securitised assets, the agency says in a special report published in late July.*
Most Viewed
- The return of geopolitics will cause global banks considerable headaches
- EMIR REFIT has potential to trigger unintended consequences
- Link between sovereign debt and bank solvency must be cut
- Market participants lobbying over short Emir 2.1 timelines
- Delays and high failure rates hit FRTB implementation

