Transcription of Basel III: Post-Crisis Reforms - Deloitte
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Basel III: Post-Crisis Reforms - Deloitte
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.
liquidating trade letters of credit Direct credit substitutes and other exposures CCF 10% 40% 50% 50% 20% 100% ADC Exposures Risk Weight Loan to Company / SPV 150% Residential ADC Loan 100% Capital Ratios 4.5% 6% 8% 2.5% 2.5% 0% - 2.5% 2.5% 0% - 2.5% 0% - 2.5% Countercyclical Buffer Conservation Buffer Minimum Capital Requirement
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