Revisions to the Standardised Approach for Credit Risk: Analysis of new regulatory requirements under the standardised approach for credit risk

Abstract

As part of the Basel III regulatory framework, the Bank for International Settlements proposed in its second consultative document "Revisions to the Standardised Approach for credit risk" various changes to the current code of law; the ordinance concerning capital adequacy. What are the proposed differences concerning credit risk law? This project summarizes and emphasizes all proposed changes in the code of law relating to credit risk.