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SystemicRiskReferences3
| Reference | Title | Link |
| BCBS (2016a) | Consultative Document: Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches | here |
Introduction (partial)
"The Basel Committee on Banking Supervision is consulting on changes to the advanced internal ratings based approach (A-IRB) and the foundation internal ratings based approach (F-IRB). The IRB approaches permit banks to use internal models as inputs for determining their regulatory capital requirements for credit risk, subject to certain constraints. The proposed changes to the IRB approaches are a key element of the regulatory reform programme that the Basel Committee has committed to finalise by end-2016." |
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