Basel III International Banking Framework
Basel III Pillar 1: Credit, Market and Operational Risk (RWA)

Basel III International Banking Framework BASEL3-CRE-2: Credit Risk - Internal Ratings-Based (IRB) Approach

Where approved, calculate credit risk RWA using the foundation or advanced IRB approach with input floors on PD, LGD and EAD, scope restrictions (e.g. removal of advanced IRB for certain portfolios) and supervisory model approval.

Maintained by Gerard BlokdykVerified against the published standard Control text last updated

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