banks’ model credits

basel comitte

An Easter Gift: Basel Paper On Large Corporate And Interbank Exposures To Hike Capital Requirements

UBS | On Thursday the Basel Committee released a consultation on ” Reducing variation in credit risk-weighted assets “. A surprise gift before a long weekend. Our read is that in the pursuit of reducing variability in bank capital backing similar portfolios at different banks, the Committee intends doing away with models for certain books of business and specifying inputs into others.