BCBS Working Papers No 23: The Proposed Revised Ratings-Based Approach
- archived
- 1 minute reading time
This technical paper describes the assumptions and methodology underlying the Revised Ratings-Based Approach (RRBA) as proposed in the Basel Committee's recent consultative paper Revisions to the Basel Securitisation Framework.
Continue reading with a PwC Plus-Subscription
- verified Information source
- daily updates
- completely searchable articles (with refiner)
- tailored alert