Basel Committee restricts bank options for internal modelling
The Basel Committee on Banking Supervision moved to cut down the options available to banks for using the internal ratings-based (IRB) approaches to modelling credit risk today (March 24).
The committee proposes banning outright the use of the IRB approach to calculate capital requirements for credit risk on exposures to banks and other financial institutions, large corporates with total assets exceeding €50 billion ($56bn) and equities. The proposals also remove the internal models approach to
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