Client Needs & Objectives
CH&Co provided a response to BCBS’ consultative document based on the public data communicated by the Bank for International Settlements in March 2016.
Our comments represent an open response including different lines of thought, among them:
- Method inputs : specific analysis of the internal losses data
- Method components : specific analysis of the LC
- Capital calculation methodology : analysis of the formula
Context: Withdrawal of the AMA and standardization of the Measurement Approach across all EU banks
Client: All banks and credit institutions subject to the EU banking regulator
Our approach
- From the regulator point of view | Provide for standardization and comparability among EU banks ; Build a simple and transparent approach
- For CH&Co | Study & identify the impacts of the standardization on capital requirements (OpCaR) and on the OR framework and governance
