Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
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 ...
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, ...
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 ...
For the last eight years the Basel Committee on Banking Supervision (Basel Committee) has struggled to replace the original Accord on Capital Adequacy (Basel I) with a new Accord (Basel II). At the ...
The Basel II Accord marks a significant step in improving the risk processes in banks worldwide and is expected to provide more stability to their operations. Banks see this as an opportunity to ...
Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. T he current financial market turmoil underscores the importa­nce of strongly capitalised banking systems. It ...
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 ...
Capital matters to most corporations in free markets, but there are differences. Companies in non-financial industries need equity capital mainly to support funding to buy property and to build or ...
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 ...
Released in 2004, Basel II is a pivotal banking regulation framework by the Basel Committee on Banking Supervision. It strengthens the principles of Basel I by setting comprehensive guidelines for ...