Browsing: Credit risk


In a comment letter today to the Basel Committee on Banking Supervision, ABA expressed concerns about the committee’s proposals to revise its methodology for the standardized approach to credit risk and to impose constraints on risk-weighted asset calculations in the internal ratings-based approaches to credit risk based on the risk weights of the standardized approach.


Alternative approaches to the use of credit ratingS, as mandated by Dodd-Frank, pose challenges for regulators and could give rise to new types of services that are similar to rating agencies but subject to less stringent regulation, the Office of Financial Research reported on Thursday.


In a comment letter to the federal regulatory agencies last week, ABA expressed concerns over the wholesale adoption of the Basel Committee’s revised standardized approach to credit risk, which would apply to large, internationally active banking organizations.

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