International regulators have proposed a series of constraints on the way banks model capital requirements for loan portfolios and other credit risk exposures - part of an ongoing drive to limit the use of models and produce more comparable risk-weighted asset (RWA) numbers between banks.
The Basel proposals, which were issued today (March 24), would remove the option to use internal ratings-based (IRB) approaches for exposures to banks and other financial institutions, as well as to the largest
- Bank risk manager of the year: UBS
- People moves: Asia hires at Credit Suisse, new UBS data role, NatWest takes UBS's Duclos, and more
- Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
- We need a different approach to supervisory stress-testing
- Risk solutions house of the year: HSBC