Bank regulators urged to impose controls on risk modeling

11/20/2012 | Risk.net (subscription required)

Steve Bennett, executive director for the Pan-European Credit Data Consortium, said bank regulators should place some limits on the kinds of risk modeling that can be used by financial institutions to calculate their risk-weighted asset numbers. "To create a more level playing field, regulators have to come to the conclusion that they will have to set firmer guidelines for RWA estimation and they are in the process of examining bank practices," he said.

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