What Basel III: Finalising post-crisis reforms - Standardised approach to credit risk (SA-CR) requires
This regulation establishes a more granular and risk-sensitive standardised approach (SA-CR) for calculating credit risk capital requirements for internationally active banks. As outlined in Section II, it revises risk weights for exposures to banks, corporates, and real estate, and reduces mechanistic reliance on external credit ratings by introducing a due diligence requirement for their use.
Pillar: Banking & Global Finance · Authority: Basel Committee on Banking Supervision (BCBS) · Version: 1.0.0 · Last updated:
Primary source: https://www.bis.org/bcbs/publ/d424.htm
SHA-256 integrity: 4e187b52b3573b56b8aea5f879360f448c0c85e08be055d70b2878d994579a86
Primary Citations — 6 traced to source
- BCBS d424, Section II: Standardised approach to credit risk, paras 19-22 - General principles and use of credit ratings
- BCBS d424, Section II.A, paras 23-49 - Exposures to banks
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