This document provides answers to technical and interpretive questions raised by supervisors and banks during the Large Exposures QIS. The document intends to facilitate the completion of the questionnaire and is not to be construed as an official interpretation of other documents published by...

This technical paper describes the modelling framework underlying the Modified Supervisory Formula Approach (MSFA) as proposed in the Basel Committee's recent consultative paper Revisions to the Basel Securitisation Framework. In contrast to the current Basel securitisation framework's...