Basel library
Basel Framework: credit risk (CRE)
How banks calculate capital for credit risk: the standardised approach by exposure class, the internal ratings-based approach, credit risk mitigation, counterparty credit risk and securitisation.
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Lessons that explain or cite this document.
- L4.2.01The standardised approach: corporates, banks and sovereigns
- L4.2.02The standardised approach: retail and real estate
- L4.2.03Off-balance sheet items and other exposures
- L4.2.04The IRB approach
- L4.2.05The IRB risk-weight formula
- L4.2.06IRB for retail and specialised lending
- L4.2.07Expected loss, provisions and the shortfall
- L4.2.08Credit risk mitigation
- L4.2.09The output floor
- L4.2.10The securitisation framework
- L4.2.11Credit risk capital: what changes from 2027
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