QIS3 results released by Basel Committee
A paper outlining the results of the third quantitative impact study (QIS3) was released by the Basel Committee on Banking Supervision yesterday.
The Basel Committee said the key changes it made to the CP3 as a result of QIS3 included a lower risk weight of 35% for residential mortgages, and a recognition that past due loans with significant levels of provisioning warrant a lower risk weighting than 150% on the net amount remaining. The Committee also introduced another operational
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