Basel II NPR to be delayed
WASHINGTON, DC – US federal banking agencies may revisit the Basel II implementation timeline, after additional analysis of the quantitative impact study four (QIS4) results. The additional analysis will delay the release of the Basel II Notice of Proposed Rulemaking (NPR) beyond the original mid-2005 schedule.
The QIS4 submissions evidence material reductions in the aggregate minimum required capital for the QIS4 participant population, and significant dispersion of results across institutions and portfolio types. "Additional work is necessary to determine whether these results reflect differences in risk, reveal limitations of QIS4, identify variations in the stages of bank implementation efforts (particularly related to data availability), and/ or suggest the need for adjustments to the Basel II
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