Welcome to our next Basel IV Channel special edition on the IRB Approach. The Basel IV Channel already covered various issues of the IRB Approach. Now, the Basel IV Channel focus on an important topic of the risk parametre estimation.
Our latest Basel IV-Channel Episode covers:
„Margin of conservatism framework (MoC)“
Our experts give an overview on the background and main components of the MoC framework, show the sources of deficiencies and introduce the MoC categorization. They discuss the appropriate adjustments to the MoC, outline the quantification and highlight the impacts of MoC on risk-weighted assets.
This episode of the Basel IV-Channel can be watched on our PwC Basel IV Youtube Channel.
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