Quo Vadis "Basel IV"
Publisher:
PricewaterhouseCoopers GmbH Wirtschaftsprüfungsgesellschaft
An analysis of how Basel IV's capital framework changes will reshape risk calculation and comparability across banking institutions.
Overview of capital floor mechanisms and revised risk measurement approaches across credit, market, and operational risk categories
Understanding how standardized approaches and external credit ratings reshape comparability of capital outcomes between institutions
Insight into loan-to-value categories for real estate lending and elimination of certain internal model options for operational risk
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Year:
2016
Language:
English
Pages:
23
File Format:
Abstract
The Basel Committee on Banking Supervision (BCBS) published a consultative paper on December 22nd 2014 on the design of the capital floor framework based on revised standardised approaches for credit, market and operational risk. This paper is part of a range of policy and supervisory measures targeting an enhanced reliability and comparability of risk-weighred capital ratios. The new floor will replace the existing transitional capital floor based on the Basel I framework and it complements the leverage ratio introduced as part of Basel III.