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

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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