On the BCBS consultation paper on revisions to the standardised approach for credit risk
The Basel Committee on Banking Supervision (hereinafter, the BCBS) published a consultation paper entitled “Revisions to the Standardised Approach for credit risk — second consultative document, December 20151”.
The document is a result of the BCBS’ efforts in improvement of approaches to bank capital adequacy assessment aimed to balance calculations complexity and risk sensitivity, as well as promote comparability in calculations of risk-weighted assets across banks and jurisdictions.
The consultation paper and the BCBS press-release are available in English on the Bank for International Settlements website: www.bis.org/bcbs/publ/d347.htm and www.bis.org/press/p151210.htm respectively.
The Bank of Russia welcomes comments from credit institutions on the consultation paper by 4 August 2016. The comments should be sent to miv3@mail.cbr.ru, subject: “New SA”.
1 Proposals and comments on the document were accepted by the BCBS until 11 March 2016.
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