Basel III Reforms, Counterparties Creditworthiness and SCRA Implementation

Basel III reforms continue to reshape how banks assess credit risk, allocate capital, and evaluate counterparties. One important area of focus is the Standardized Credit Risk Assessment approach, or SCRA, which supports the standardized approach for exposures to banks.

During the session, we will discuss how standardized credit assessment risk (SCRA) can support banks to assess the creditworthiness of unrated counterparties under Basel III reforms and align risk assessment frameworks with supervisory expectations. SCRA plays a pivotal role in strengthening the standardized approach for exposure to banks where external ratings may not be permitted for regulatory purpose or for unrated exposures. Instead of relying solely on external credit assessment,  SCRA requires banks to evaluate minimum capital requirements. We will focus on key financial data inputs and how S&P Capital IQ Pro can help streamline SCRA implementation and support confident capital decision-making.

In this webinar, we will cover the following:

1. Basel III Reforms: One of the key elements of this new approach is the Standardized Credit Risk Assessments (SCRA) for Exposure to Banks.

2. Financial data inputs: Country & bank level capital requirements and combined buffer data

3. Analyze counterparties’ creditworthiness and SCRA grading.