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IIF RWA Task Force (IRTF)

The IRTF is an industry project aimed at addressing the concerns about the current Basel framework mainly focused on RWA variance across banks using internal approaches and the lack of comparability and transparency of internal models. This Task Force conducts analysis and produces principles/recommendations on how to improve the internal models approaches of the capital framework, and as such, promote the retention of a risk sensitive capital framework. The subgroups listed below will feed their work into the IRTF Core Group.

  • IRTF Core Group
  • IRTF Subgroup on Market Risk
  • IRTF Subgroup on Credit Risk
  • IRTF Subgroup on Benchmarking and Disclosure
  • IRTF Subgroup on Point-in-Time & Through-the-Cycle Modeling
  • IRTF Subgroup on Sovereign Risk 

IIF Headquarters
1333 H St NW, Suite 800E
Washington, DC 20005-4770
Tel: +1 202 857-3600
Fax: +1 202 775-1430
Email: info@iif.com

IIF Middle East and Africa
Regional Office
DIFC, The Gate Building,
Level 15
P.O. Box 121208
Dubai, United Arab
Tel: +971 4401 9651

IIF Asia Pacific
Regional Office - Beijing
Winland International Finance Centre
Suite F920, 9F
No.7 Jinrong Avenue
Xicheng District, Beijing
100032, PRC
Tel: +86 10 5836 9100
Fax: +86 10 5836 9300

IIF Asia Pacific
Regional Office - Singapore
50 Raffles Place
#22-06 Singapore Land
Singapore 048623
Tel: +65 6592 5089

IIF European
Representative Office
Square de Meeûs 23
14th Floor
1000 Brussels
Tel: +32 2 430 37 08