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BCBS WP15
<p>The model framework for the internal ratings-based (IRB) approach of the Basel II Framework assumes that (a) there is only a single source of ...ant deviations of economic capital from Pillar1 capital charges in the IRB approach; and (iii) to examine and further develop fit-for-purpose tools that can be

3 KB (520 words) - 11:50, 26 March 2021
BCBS WP22
''Foundations of the Proposed Modified Supervisory Formula Approach''. ..., is intended to render the MSFA more consistent with the Basel's Internal Ratings-Based (IRB) framework for wholesale exposures.</p>

2 KB (292 words) - 11:50, 26 March 2021
BCBS WP23
''The Proposed Revised Ratings-Based Approach''. ...mate tranche capital charges generated by the Modified Supervisory Formula Approach (MSFA) under the assumption that an external credit rating is a proxy for t

3 KB (359 words) - 11:50, 26 March 2021
BCBS WP5
<p>The Internal Ratings Based (IRB) approach as outlined in the January 2001 consultative package (CP2) entails that reg ...de and, for the retail portfolio, also of future margin income. Under this approach the capital requirements for UL + EL would be allowed to be met by the sum

3 KB (383 words) - 11:51, 26 March 2021
BCBS WP9
''Internal Ratings-Based Approach to Specialised Lending Exposures''. ...January consultative package (CP), an underlying tenet of the proposed IRB approach for corporate exposures is that the source of repayment of the loan is base

4 KB (699 words) - 11:51, 26 March 2021
ESG Risk Integration Challenges
...ulting in higher risk weights of affected exposures under the standardised approach. In addition, when ESG risks impair the valuation of collateral, this can i

5 KB (730 words) - 16:26, 11 August 2021