For the last eight years the Basel Committee on Banking Supervision (Basel Committee) has struggled to replace the original Accord on Capital Adequacy (Basel I) with a new Accord (Basel II). At the ...

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This Technical Assistance Report on Zimbabwe discusses the Financial Sector Stability Review follow-up technical assistance ...

If regulatory capital were to better reflect economic capital needs, a domestic saving bank could no longer be treated in the same way as a bulge-bracket bank that uses far more advanced risk models, ...

Since Basel is also proposing a floor on the capital relief provided by internal models relative to the standardized approach, these proposals will apply to all lenders, including those that deploy an ...

The Basel Committee on Banking Supervision has published a consultation paper seeking feedback on its final amendments to the credit valuation adjustment risk framework set out under the Basel III ...

In November 2025, the National Bank of Ethiopia (NBE) issued a risk-based capital adequacy requirements directive for banks. Directive No. SBB/95/2025 has given recognition for Basel II and Basel III ...

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

"This final rule before the FDIC Board today would implement a new methodology - the standardized approach for counterparty credit risk (SA-CCR) - for calculating the exposure amount of derivative ...

WASHINGTON — The Government Accountability Office sided with federal banking regulators Thursday, saying the Basel II capital requirements should be implemented. But in a 103-page report, the ...