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Basel Committee on Banking Supervision Publishes Consultative Paper Regarding Revisions to the Securitization Framework

January 9, 2013
Client Alert

On December 18, 2012 the Basel Committee on Banking Supervision  published a consultative document entitled “Revisions to the Securitization Framework.” The paper contains the Committee’s proposed revisions to the securitization framework following its “fundamental review” of the existing framework. 

The consultative paper proposes several major changes to the existing standardized approach (SA) and internal ratings based approach (IRB) securitization frameworks under Basel II as modified by Basel 2.5 and Basel III. The proposed framework in the consultative paper also differs in many significant respects from the risk-based capital rules for securitization exposures proposed by the US banking regulators in June of 2012.

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