Proposed Changes to the Internal Ratings Based Appro... | KPMG | CN

Proposed Changes to the Internal Ratings Based Approaches (IRB) to reduce Credit Risk RWA Variation - BCBS

Proposed Changes to the Internal Ratings Based Appro...

In March 2016, the Basel Committee on Banking Supervision (“BCBS”) released a Consultative Document detailing proposed changes to the existing Internal Ratings Based (IRB) framework for credit risk weighted assets. The proposed changes are part of a broader regulatory reform initiative to reduce RWA variability that the committee will finalize by the end of 2016.

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