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!