Regulatory Alerts2022-05-17
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In-principle decisions on the denominator framework
The Financial Policy Committee seeks decisions on retaining internal models for IRB banks while requiring the standardised approach for externally rated exposures, implementing dual reporting of capital ratios, and applying a capital output floor. The Committee also proposes removing the Advanced Measurement Approach for operational risk in favor of the Basel standardised approach. These in-principle decisions guide the design of a Quantitative Impact Study to determine specific calibration levels and transitional arrangements.
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