BCBS 256

Definition

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

Title

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

Abstract

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.

Document Profile

Publication Date: July 2013
Publication Type: Implementation Reports
Publication Status: Current
Publication Category: Credit Risk
Number of Pages: 57
Keywords: Banking Book, RWA, RCAP, Basel III, Test Portfolio Exercise, Credit Risk, SIGBB

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