Basel Committee maintains calibration of Basel II Framework

Basel Committee maintains calibration of Basel II Framework

Basel Committee maintains calibration of Basel II Framework

Press release | 24 May 2006The Basel Committee on Banking Supervision has reviewed the calibration of its capital framework for banking organisations (International convergence of capital measurement and capital standards: a revised framework, better known as the Basel II Framework) and decided to maintain the current calibration (1.06 scaling factor for credit risk-weighted assets).

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