Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Basel II creates perverse incentives to underestimate credit risk. Says Harald Benink and George Kaufman, ...
AS BANKS get bigger, they also become smarter. That, at any rate, is the theory underpinning a new set of rules on risks and capital for banks around the world, formally called the “International ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Basel II banking regulations are sooooo boring. But Basel II’s effects on securitisation are fascinating, right ...
The Basel Committee on Banking Supervision received feedback from central banks across the world and other stakeholders. Since Basel I’s implementation in 1992, the banking landscape had changed a lot ...
After close to six years of rigorous debate and consultation, the final version of Basel II’s credit risk framework was announced at the end of June. Basel II seeks to put in place advanced credit ...
Basel II, the new capital standard, is expected to be released by June 2004, for implementation starting in January 2007 in G-10 countries. The drafting and public consultation process has been ...
The second axis of the regulatory framework is based on internal controls and supervisory review. It required banks to have internal systems and models to evaluate their capital requirements in ...
Common sense dictates that Basel II should benefit independent small and medium-sized private banks. The overriding rationale for this update to the original Basel Accord of 1988 has been to ...
An update of Basel I, Basel II was published in June 2004. The revised accord aimed to improve the consistency of capital regulations internationally, make regulatory capital more risk sensitive, and ...
NEW YORK & LONDON--(BUSINESS WIRE)--A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the ...