Basle regulators may scrap 90% IRB floor for credit risk

NEW YORK -- Global banking regulators will soon abandon their controversial 90%, two-year floor on the benefit banks could reap by moving to the advanced internal ratings based (IRB) technique for calculating capital charges against credit risk under the Basle II capital accord, a US bank regulator said in early October.

"The 90% floor poses so many burdens that it is virtually dead," said Mitch Stengel, deputy head of credit risk modelling at the Office of the Comptroller of the Currency. He

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here