approach and the simplified standardized approach. In addition to presenting and critically analyzing both approaches, the … default risk are compared with those of the standardized approach for the banking book. In particular, it is shown that the … sensitivity-based standardized approach has conceptual and technical weaknesses. It is also unnecessarily complicated and thus …

modified version of the new regulatory standardized approach (SA-CCR). Hence, it conforms with supervisory rules and IFRS 13 …

The current standardized approach for assessing credit risk under Basel III depends on ratings assigned by credit … assigned ratings to few Japanese companies. To improve the standardized approach under Basel III, we propose a new method for …

The current standardized approach for assessing credit risk under Basel III depends on ratings assigned by credit … assigned ratings to few Japanese companies. To improve the standardized approach under Basel III, we propose a new method for …