23.06.2020

The Basel Committee on Banking Supervision (BCBS) launched a consultation (to run until 23 August 2020) on a technical amendment of the capital treatment of securitisations of non-performing loans (NPLs), which establishes a 100% risk weight for certain senior tranches of NPL securitisations. The risk weight applicable to the other positions is determined by the existing hierarchy of approaches, combined with a 100% risk-weight floor and a ban on the use of certain inputs for capital requirements.

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