BCBS NL9
Definition
BCBS NL9 is a document published by the Basel Committee on Banking Supervision on September 2006 in the Basel II category.
Title
The IRB Use Test: Background and Implementation.
Abstract
This paper is intended to provide background on the evolution of the Basel Committee's thinking on the use test for IRB and clarify expectations for the use of IRB components and risk estimates for internal purposes. It presents a number of principles that are intended to support banks and supervisors in interpreting the key use test provisions of the Basel II Framework. As these principles focus on interpretation rather than expansion of the use test requirements, they are expected to be consistent with guidance on the use test that many jurisdictions have already formalised.
Document Profile
- Publication Date: September 2006
- Publication Type: Guidelines
- Publication Status: Current
- Publication Category: Basel II
- Number of Pages: 5
- Keywords: Credit Risk
See Also
Disclaimers
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