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​WSBI-ESBG responds to BCBS capital floors consultation

​WSBI-ESBG responds to BCBS capital floors consultation

>> Design of framework based on standardised approaches

>> Read the WSBI-ESBG consultation responses

​​​BRUSSELS, 30 March 2015 – WSBI-ESBG has responded to the the BCBS Consultation on Capital Floors: the design of a framework based on standardised approaches. 

According to the consultation, two of the BCBS’s major aims for the proposed floor framework are to “improve comparability by providing a standardised assessment of risk which can be compared against internal model-based outcomes” and “constrain variation in model-derived risk-weighted assets (RWAs) that arises from differences in bank and supervisory practices, thereby improving the comparability of RWAs across banks and over time”.

WSBI-ESBG doubts that these goals would be fulfilled through the proposed floor framework.