Our latest Basel IV Channel episode deals with credit risk, more specifically the IRB approach. Looking at the IRB Approach, not only the proposals of the Basel Committee must be considered, but also those of other institutions such as European Banking Authority (EBA) and European Central Bank (ECB). The risk parameters estimation is one of the challenges for banks.
Therefore, our Basel IV Channel Special Edition focuses on:
Our experts give an overview of LGD parameters based on future of IRB requirements and discuss interesting aspects of the new requirements of the LGD parameters.
The Special Edition of the Basel IV-Channel can be watched on our PwC Basel IV Youtube Channel.
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