The Standard Approach reform in the context of so-called “Basel IV”
Standard Approach (SA) is part of pending reforms to complete Basel III:
- Interest Rate Risk in the Banking Book (IRRBB)
- Fundamental Review of the Trading Book (FRTB)
- Standardised Approach
- Floors for IRB (based on new Standardised Approach)
- Credit Valuation Adjustment (CVA) risk framework
- Pillar III disclosure requirement
- LGD, EAD fixed by supervisors? 2 Industry calls this “Basel IV”
José María Roldán, Chairman of the Spanish Banking Association
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