Transcription of THE NEW “BASEL IV” WHAT CHANGED? - Deloitte
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THE NEW “BASEL IV” WHAT CHANGED? - Deloitte
THE NEW BASEL IV . Standardised Approach for Credit Risk Market Risk Leverage Ratio Framework The revision by BCBS seeks to improve the granularity and risk sensitivity of the standardised approach. In summary: Changes made to the Leverage Ratio Framework includes refinements to the leverage ratio exposure measure and introduction of a new leverage ratio bugger for G-SIBs. More Defined Regulatory boundary Between banking and trading book WHAT CHANGED? Improvements New The committee have further set our guidance to help banks with the classification of the instruments in the trading and banking book based on liquidity of Tier 1 Capital.
Abs (Net P&L Trading Book + Abs (Net P&L Banking Book) Market Risk More Defined Regulatory Boundary Between Banking and Trading Book The committee have further set our guidance to help banks with the classification of the instruments in the trading and banking book based on liquidity of instruments and the ability to value them on a daily basis.
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