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Problemi di correlazione
I preparativi per l'entrata in vigore di Basilea 2 sono al rush finale in molti istituti bancari d'Europa ed Asia. Ma anche se molte banche dispongono gia di sofisticati modelli per il calcolo del rischio nel portafoglio corporate, molto resta ancora da fare sul fronte delle esposizioni retail, e cio da adito a timori che Basilea 2 finisca con l'imporre un trattamento troppo severo per tali prestiti
Basilea, dal punto di vista dell'attivita bancaria, e una citta come tante altre nel mondo. Anche se per i risk manager il termine Basilea designa ormai per antonomasia la riforma del sistema di adeguatezza patrimoniale di prossima introduzione, le banche commerciali della cittadina svizzera - ove ha sede la Banca dei Regolamenti internazionali promotrice di tale riforma - continuano a condurre alacremente le proprie attivita tipiche.
Come per le banche commerciali di altre parti del mondo, tali
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