Transcription of Basel III: Post-Crisis Reforms
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Basel III: Post-Crisis Reforms
Basel III: Post-Crisis ReformsStandardised Approach for Credit RiskRevisions to the Existing Standardised ApproachNew Categories of Exposures Exposures to Banks Bankexposureswillberisk-weightedbasedone ithertheExternalCreditRiskAssessmentAppr oach(ECRA)orStandardisedCreditRiskAssess mentApproach(SCRA).BanksaretoapplyECRA whereregulatorsdoallowtheuseofexternalra tingsforregulatorypurposesandSCRA forregulatorsthatdon t. Exposures to Multilateral Development Banks (MDBs)For exposures that do not fulfil the eligibility criteria, risk weights are to be determined by either SCRA or ECRA. Exposures to CorporatesA more granular look-up table as well as a specific risk weight for small and medium-sized enterprises (SMEs) have been developed.
Basel III: Post-Crisis Reforms Standardised Approach for Credit Risk Revisions to the Existing Standardised Approach New Categories of Exposures •Exposures to Banks Bank exposures will be risk-weighted based on either the External Credit Risk Assessment Approach (ECRA) or Standardised Credit Risk Assessment Approach (SCRA).
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