Basel II goals for capital adequacy “achievable”, according to S&P report
QIS5 findings show Basel II stabilises regulatory capital and improves risk management, but will spur industry consolidation.
Basel II will achieve its stated aims of stable regulatory capital holdings and improved risk management, according to a recent report by Standard & Poors. ‘Basel II Dress Rehearsal Signals Global Quest For Stable Capital Levels Achievable’ gathered information from Quantitative Impact Study 5 (QIS5) and has shown that banks will want to realise the benefit of using the advanced approaches, and as a result will strengthen the financial system.
The advanced internal ratings-based approach (AIRB)
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