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Basel Committee says G-SIBs meet capital standards

LONDON, Sept 13 (IFR) - The Basel Committee of central bankers and supervisors has said all 29 global systemically important banks have sufficient capital, on a fully phased-in basis, to meet minimum regulatory ratios as of the end of December 2015.

On average G-SIBs had a common equity Tier 1 ratio of 11.7%, up 30bp since the end of June 2015 when the banks were last assessed. The only measure where such banks still had a shortfall was on Tier 2 capital but this reduced to just 1.7bn combined from 11.4bn previously.

The other critical measure was the leverage ratio. This improved by 40bp over the six-month period to 5.6% on average.

Of the top 100 banks monitored by the committee, their total combined capital shortfall nearly halved to 8.8bn. That compares with the 206.8bn those banks made in post-tax profits during the period, indicating how easy it would be to make up the shortfall in the coming year.

The Basel Committee assessment also measures liquidity via two different methods, with banks needing to have 100% coverage by 2019. The weighted average for all 228 banks tested was above that level for both measures, as it had been six months previously.

The committee said that 85.6% of the top 100 banks met the liquidity coverage ratio and 79.6% of them met the net stable funding ratio.

The Basel Committee is meeting over the next two days to discuss progress on finalising post-financial crisis regulatory reforms, with a particular focus on reducing variations in risk-weighted assets, which are assessed for the CET1 ratio.

"Finalising the committee's post-crisis reforms will complete Basel III and help restore confidence in banks' risk-weighted capital ratios," Mario Draghi, the president of the European Central Bank who chairs the Basel's Committee's group of central bank governors and heads of supervision, said on Sunday.

The committee also said it was not going to "significantly" increase overall capital requirements.

"Our top priority is to finalise reforms by the end of the year," said William Coen, the committee's secretary-general. He said this will determine the model for credit risk, the final design of the leverage ratio and certain capital floors on risk levels among other items. "We are where we hope to be."

Nevertheless Societe Generale's chief financial officer Philippe Heim claimed at a conference that the current review could see banks face an increase of 10% in their capital requirements.

"The whole debate is all about what does it mean: no significant capital increase. We begin to hear that it should be an inflation of around plus 10%," said Heim.

European banks have been more vocal about any possible increases in capital requirements as this would hit their books, heaving with low-risk mortgages and other items, more than many global competitors with riskier assets.

It is understood that the committee would like to retain all aspects of the capital rules, using leverage ratio and risk-weighted capital measures in tandem to rein in banks from riskier behaviour.

The committee has been careful to rebut criticism that the review amounts to a new Basel IV standard of capital measures. Mark Carney, governor of the Bank of England, dismissed this as "an ugly rumour". (Reporting by Christopher Spink)

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