Search results with tag "Irb risk weight"

Basel Committee on Banking Supervision

An Explanatory Note on the Basel II IRB Risk Weight Functions 1. Introduction In June 2004, the Basel Committee issued a Revised Framework on International Convergence of Capital Measurement and Capital Standards (hereinafter “Revised Framework” or Basel II).1 This framework will serve as the basis for national rulemaking and

  Risks, Weight, Irb risk weight