Italian paper looks at effects of Basel leverage ratio on repo and refinancing
Increase in capital holdings has not decreased eurozone banks’ repo activities
European banks' move to higher capital ratios under Basel III has not had major effects on the repurchase agreement (repo) market, an occasional paper published by the Bank of Italy argues.
In Leverage ratio, central bank operations and repo market, Annalisa Bucalossi and Antonio Scalia estimate the leverage ratio for 70 banks in the eurozone. Since October 2015, the Basel III leverage ratio of 3% of Tier 1 capital held against exposures has applied to all European banks, the authors note, while
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