Regulatory and internal model validation services from CompatibL
- Single-name risk weights are obtained by scaling the SA-CVA risk weights for counterparty credit spreads to a one-year horizon.
- Broad index risk weights are set equal to the minimum of the single-name
risk weights across sectors.
Sovereigns including central banks, multilateral development banks
Financials including government-backed financials
Basic materials, energy, industrials, agriculture, manufacturing, mining and quarrying
Consumer goods and services, transportation and storage, administrative and support service activities
Health care, utilities, local government, government-backed non-financials, education, public administration, professional and technical activities
Indices spanning multiple buckets