Transcription of Basel Committee on Banking Supervision
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Basel Committee on Banking Supervision High-level summary of Basel III reforms December 2017 This publication is available on the BIS website ( ). Bank for International Settlements 2017. All rights reserved. Brief excerpts may be reproduced or translated provided the source is stated. ISBN 978-92-9259-118-2 (online) High-level summary of Basel III reforms iii Contents Standardised approach for credit risk .. 2 Internal ratings-based approaches for credit risk.
valuation adjustment (CVA) risk and operational risk; • constraining the use of the internal model approaches, by placing limits on certain inputs used to calculate capital requirements under the internal ratings-based (IRB) approach for credit risk and by removing the use of the internal model approaches for CVA risk and for operational risk;
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