Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book
This version
Topics:
Credit risk
This report presents the findings of the Committee's initial analysis of RWA outcomes for banks that have adopted the IRB approach for credit risk in the banking book. It complements the preliminary findings for RWAs in the trading book published by the Committee in January 2013 and the on-going work on RWAs for operational risk. Collectively, these findings on RWA variations will inform other work streams of the Committee including how to increase the robustness of the risk-based capital framework and the fundamental review of prudential requirements for the trading book.