Assessing Crypto Capital Requirements 

Learn how the European Union is preparing to implement Basel’s SCO60 prudential framework for cryptoasset exposures through CRR 3 and forthcoming EBA Regulatory Technical Standards (RTS). Explore what these changes mean for banks’ capital treatment of crypto, how prudential classification and data requirements will evolve, and why transparent market data will be central to compliance.

With detailed data-led analysis outlining the risk presented by specific cryptoassets, and investigation into the growing divergence with the United States’ risk-based approach, our report delivers the critical insights banks operating in the EU need to consider.