Smaller China banks opt for internal credit risk modelling
Regulation and a rise in bad loans drive banks to reassess credit risk management
China's small and medium-sized banks have reacted to the twin drivers of an enhanced capital adequacy framework and a more challenging economic environment by switching to an internal ratings-based (IRB) approach for managing credit risk, say consultants.
The China Banking Regulatory Commission (CBRC) brought the Basel III risk-based capital standard into force in January 2013 and regulators require all domestic commercial banks to fully comply by the end of 2018. The new standard imposes a
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