Basel Committee on Banking Supervision

REPORT - Results of Quantitative Impact Study 2.5, July 2002, released 1 July.

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In November 2001, the Basel Committee on Banking Supervision conducted a limited quantitative impact study to assess the effect of a variety of potential modifications on the amount of regulatory capital that banks would have to hold under the Committee's proposed foundation IRB approach. This focused study (QIS 2.5) followed a more comprehensive study (QIS 2), which also was conducted in

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