BCBS D463

From Open Risk Manual

Definition

BCBS D463 is a document published by the Basel Committee on Banking Supervision on April 2019 in the Credit Risk category.

Title

Standardised approach - implementing the mapping process.

Abstract

This document set out guidelines for supervisors in the process of assigning the credit risk assessments ofan eligible external credit assessment institution (ECAI) to the risk weights available under the standardisedapproach to credit risk. It fully replicates Annex2 of Basel II (June 2006) and has been issued as a separatepublication due to the launch of the Consolidated Basel Framework (see section 1.34 of the consultationdocumenton the consolidated framework for more information).

Document Profile

  • Publication Date: April 2019
  • Publication Type: Guidelines
  • Publication Status: Current
  • Publication Category: Credit Risk
  • Number of Pages: 6
  • Keywords: Credit Risk

See Also

Disclaimers

For definitive information on regulatory matters always consult primary sources, especially where it concerns legally binding rules and regulations.

The above regulatory document abstract is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all internet users. There is no explicit or implicit endorsement of this web service by the Bank of International Settlements. The copyright of the included material rests with the original authors (Links to the original texts are duly provided).