The Basel II rules and, in particular, the way the United States proposes to implement them will have serious, unintended competitiveness and risk management consequences. This is not to say that ...
The current credit crisis threatens to undermine the three pillars of Basel II, with serious implications for those charged with compliance. Basel II’s intent is to “ensure capital allocation is more ...
Over the years since the first proposed revision of the Basel Accord on Capital Adequacy (Basel II), the Shadow Financial Regulatory Committee has criticized the Basel Committee’s proposals ...
eWEEK content and product recommendations are editorially independent. We may make money when you click on links to our partners. Learn More. As the deadline for Basel II compliance nears, IBMs ...
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 ...
The set of risk management regulations that are currently gaining steam globally, the Basel II standards, are increasingly falling under critical eyes as the system gains worldwide support. The ...
According to a recent survey by the Financial Stability Institute and Bank of International Settlements, banking institutions in the Middle East region recognise the importance of Basel II and have ...
When the Basel Committee on Banking Supervision first permitted banks to model their own credit risk capital requirements as part of the Basel II framework in 2006, they had to set out a new ...
Discover Basel I's impact on banking: its minimum capital requirements, historical context, benefits, and criticisms. Learn how it shaped global financial stability.
Rafael Repullo and Javier Suarez (CEPR paper here) think that Basel II will not help deal with credit-crunchery: We analyze the cyclical effects of moving from risk-insensitive (Basel I) to ...
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 ...
During the next two to three years, major financial institutions that must meet the New Basel Capital Accord (Basel II) guidelines must work to ensure that they have the appropriate IT infrastructure ...