Basle Committee Removes Floor On 'Specific Risk' Capital Calculations


THE Basle Committee on Banking Supervision, part the Bank for International Settlements (BIS), has modified its regulations on risk-based capital adequacy calculation.

The rule change involves removing a minimum capital charge known as the "floor". The floor previously applied to banks' internal models of what the Committee calls "specific risk".

Specific risk is one component of capital adequacy calculation, designed to protect against bonds falling in price because of factors related to the

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