CRR III Channel News (6): IRB – New input floors and revised partial use requirements

Global Basel IV Leader Martin Neisen and Basel IV Leader Portugal Luís Filipe Barbosa take a closer look at the details of the Internal Ratings Based Approach in CRR III.

Welcome to the CRR III News Channel! Global Basel IV Leader Martin Neisen and Basel IV Leader Portugal Luís Filipe Barbosa take a closer look at the details of the Internal Ratings Based Approach in CRR III.

The new CRR III Channel episode:

  • describes the scope of the IRB regarding certain exposure classes
  • provides details on new exposure classes introduced by CRR III
  • outlines the main changes related to new risk parameters (PD, LGD and CCF) and the impact on RWA
  • discuss how the new risk mitigation techniques impact RWA
  • analyses impacts and challenges of the IRB Approach for the banking sector.

Join us for this episode and upcoming CRR III Channel News on the EU Banking Package 2021 - we look forward to welcoming you!

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Christoph Himmelmann

Christoph Himmelmann

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Tel.: +49 69 9585-2737

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