Deutsche Bank
Basel acts on private equity losses
The Basel Committee on Banking Supervision has issued a proposal for determining the capital reserves for bank equity exposures. It promises to be as controversial as the other aspects of the Basel II capital Accord.
Justifying granularity
The granularity adjustment for the IRB approach to credit risk contained in Basel II is controversial. Some banks say it is too simplistic. Regulators disagree.
Documentation dilemmas
Concerns over credit event definitions and the Basel Committee’s ‘ w ’ capital charge on credit mitigation instruments will not be easily resolved.
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