archived

Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches (BCBC 362)

The consultative document Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches sets out the Committee's proposed changes to the advanced internal ratings-based approach and the foundation internal ratings-based approach.

Topics

Continue reading with a PwC Plus-Subscription

  • verified Information source
  • daily updates
  • completely searchable articles (with refiner)
  • tailored alert
To the top