US regulators seek public comment on proposed treatment of expected and unexpected losses under Basel II

US regulators are seeking public comment on proposed changes to the treatment of expected and unexpected losses in the internal ratings-based approach of credit risk measurement.

This follows the proposal, published on October 11, by the Bank for International Settlements (BIS) to base the measurement of risk-weighted assets (the IRB capital requirement) solely on the unexpected loss portion of the IRB calculations.

The regulators – the Office of the Comptroller of the Currency, the Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation and the Office of Thrift Supervision – will be receiving public comment on the proposed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here