Advanced Internal Ratings-Based Approach (A-IRB)
Banks round on one-size-fits-all rules for market, credit and op risk
Regulators argue a backstop is needed to avoid too-low modelled numbers
More Advanced Internal Ratings-Based Approach (A-IRB) articles
Mending the RWA machine
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Under one accord
On the scrapheap
Time for scrutiny
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calc...
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