BCBS 256

From Open Risk Manual


BCBS 256 is a document published by the Basel Committee on Banking Supervision on July 2013 in the Credit Risk category.


Regulatory Consistency Assessment Programme (RCAP) - Analysis of risk-weighted asets for credit risk in the banking book.


This report presents the findings of the Committee's initial analysis of RWA outcomes for banks that have adopted the IRB approach for credit risk in the banking book. It complements the preliminary findings for RWAs in the trading book published by the Committee in January 2013 and the on-going work on RWAs for operational risk. Collectively, these findings on RWA variations will inform other work streams of the Committee including how to increase the robustness of the risk-based capital framework and the fundamental review of prudential requirements for the trading book.

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