El Basel Committee on Banking Supervision (BCBS) ha publicado un documento consultivo con el objetivo de revisar el método estándar para el cálculo de los requerimientos de capital por riesgo de crédito.
El marco de Basilea establece una serie de métodos para que los bancos calculen su capital regulatorio. Una alternativa consiste en calcular el riesgo de manera estándar y la otra es hacerlo utilizando los modelos internos del banco.
The BCBS has published a consultative document with the purpose of reviewing the standard method for calculating capital requirements for credit risk.
The Basel framework provides a number of methods for banks to calculate their regulatory capital. An alternative is to calculate risk through the standardized method and the other is to use the bank's internal models.
The financial crisis has exposed many weaknesses of the standardized approach for calculating capital requirements for credit risk.
In December 2014 the BCBS published the consultative document ‘Revision for the Standardized Approach for credit risk’ aimed at eliminating the shortcomings in the Basel II framework.
The consultative paper aims to improve the standard method through:
In addition, the BCBS document also includes amendments to the credit risk mitigation framework (CRM). The basis of this review is the need to eliminate the overly complex range of methods available to mitigate credit risk and the ability on the part of banks to use internal estimates.
Below is an executive summary and a detail of the BCBS consultative document as well as the implications of the implementation of the new regulatory framework.
The revisión proposal by the BCBS refers both to the standard method for calculating capital and to the credit risk mitigation framework.
Scope of application
Financial institutions worldwide
Download the technical note by clicking here.
Latest technical notes released:
© GMS Management Solutions, S.L., 2020. All rights reserved. The information contained on this publication is of a general nature and does not constitute a professional opinion or an advisory service. The data used in this publication come from public sources. GMS Management Solutions, SL assumes no liability for the veracity or accuracy of such data.