zero risk


The End Of The Zero Risk Weight For Sovereigns?

BBVA Research | A significant review of the prudential treatment of sovereign risk , as a result of which it may lose its privileged status of zero risk weight, has started at a global level. The Basel Committee is already working on this issue, but no formal outcome is expected before the second half of 2016. In Europe, this topic is beginning to gain importance although no measure s are expected in the short term.