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

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

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

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 24 March 2016 | Status: ClosedPDF full text (313kb) | 18 pagesTopics: Credit riskThe consultative document Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches sets out the Committee's proposed…

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