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IBFed Response to the BCBS Consultation on Internal Models

24 Jun 2016

The IBFed thanks you for the opportunity to provide comments on the BCBS’s consultative document, Reducing variation in credit risk-weighted assets – constraints on the use of internal model approaches (“consultative document”). We note that the proposed changes are being advanced shortly after the BCBS’s second consultative document on Revisions to the Standardised Approach for credit risk. Furthermore, we understand that the Committee is still considering the design and calibration of capital floors based on standardized approaches.

Please read the full response via the link below.

IBFed Response to the BCBS Consultation on Internal Models
 
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