Basel IV Channel – Episode 31: Margin of conservatism framework

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.

You missed a Basel IV-Channel Episode ?

No problem – all of our Basel IV-Channel Episodes are available on Youtube.

You need more information on Basel IV ?

Our Basel IV Website you will find information and contact persons.

We look forward to welcoming you to our next Basel IV-Channel.

Best regards,

Martin Neisen

Global Basel IV Leader

Hinterlassen Sie einen Kommentar

Ihre E-Mail-Adresse wird nicht veröffentlicht. Erforderliche Felder sind mit * markiert.

/* */