Basel Committee on Banking Supervision (BCBS)
Basel cuts op risk charge benchmark to 12%
Global banking regulators will base their proposed capital charge for operational risk on a 12% benchmark, down from the controversial 20% originally proposed.
Basel issues best practice in audit function
The Basel Committee on Banking Supervision has issued a best practice paper on the need for co-ordination between banks, their internal and external auditors, and supervisors that highlights the responsibility board directors have with regard to risk…
Reconciling ratings
Basel II
Regulatory capital volatility
Basel II
The maturity offset problem
Regulation
VaR-x: Fat tails in financial risk management
To ensure a competent regulatory framework with respect to value-at-risk (VaR) for establishing a bank's capital adequacy requirements, as promoted by the Basel Committee on Banking Supervision, the parametric approach for estimating VaR needs to…
Basle Agrees To In-House Risk Modelling
METHODS & REGULATIONS