Advanced internal ratings-based approach (A-IRB)
Basel to allow IRB models for low-default portfolios
Impact studies showing significant capital increase prompted committee rethink
Credit veteran rewrites the alphabet of risk modelling
Scott Aguais helps banks go from point-in-time to through-the-cycle, and back again
Default risk floors threaten €72bn of RWAs in EU
Risk.net analysis finds PD floor would hit a swath of low-risk corporate loans at the biggest EU banks
Corporates fear price rises if Basel curbs credit risk models
Trade finance exposures would move to standardised approach
Basel plans modelling curb for billions in credit RWAs
Proposals clamp down on IRB approach that is “usually gamed pretty easily”, says FDIC’s Hoenig
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Danske Bank RWA spat worries modelling experts
Model-bashing
Banks fear outcome as Basel Committee wraps up RWA review
Mending the RWA machine
FSA forces UK banks to assume higher sovereign losses
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Writing love letters to models
Love letters to models
Swedish banks braced for home loan capital hike
A weighty issue
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Bank capital
In depth: bank capital introduction
Credible capital: regulators prepare to tackle RWA divergence
Credible capital
RWA probe could cut modelling flexibility, says new Basel chief
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
Concern over accuracy of RWAs grows
A weight on their minds
Merkel's EU bailout plan threatens Basel’s sovereign zero risk weights
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Chinese banks’ AMA op risk projects on hold
AMA projects on hold as Chinese banks get to grips with credit risk portion of Basel II