Basel Committee
Moody's: Basel II fuelling growth in collateralised debt
Basel II was a “key driver” behind over €100 billion of collateralised debt issuance in Europe, the Middle East and Africa during 2006, according to rating agency Moody’s. Collateralised debt issuance in the region increased by 78% from 2005.
S&P looks at PD estimation in a Basel II environment
New S&P report states that there is a negative relationship between probability of default and speculative-grade post-default recovery values.
Industry offers comment on market risk NPR
Four industry bodies have issued a joint letter commenting on the supervisory agencies’ notice of proposed rulemaking on market risk.
Quadrant announces S2 Initiative for Solvency II
UK Risk Management House Quadrant Risk Management has announced that it is building S2
US banks take their grievances to the White House
Citigroup, JP Morgan, Washington Mutual and Wachovia air their Basel II complaints to the National Economic Council.
Alliance and Leicester to operate under Basel II rules
Bank become first in UK to gain approval
BIBA focuses on Basel II
Barbados International Business Association turns its attention to Basel II.
Basel Ia NPR published
US banking regulators published the Notice of Proposed Rulemaking for Basel Ia on December 26.
With a bang or a fizzle?
Basel II
Introduction
Regulation and compliance
CPDOs: A volatility game
A triple-A rated structure that pays Libor plus 200bp. Who wouldn't be interested in such a product? Perhaps the sceptics warning against the 15 times leverage and the instrument's high exposure to volatility. Laurence Neville reports
Basel II remains cloaked in mystery in US
REGULATORY UPDATE
Basel II unlikely to reduce securitization of corporate exposures according to S&P
A new Standard & Poor’s report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
SEB's Basel II credit risk model approved
SEB internal credit risk models approved by Swedish Financial Supervisory Authority
IRA Releases Q3 2006 Economic Capital Profiles for all US banks
IRA has released Q3 2006 Economic Capital, Basel II and financial performance indicators for all US banks
HSBC joins its peers in objections to US Basel II
HSBC North America Holdings voices its opposition to the Basel II proposal
CEIOPS out with Quantitative Impact Study 2 Report
CEIOPS has published its second Quantitative Impact Study, QIS2.
India deadline delay ‘for the best’ says KPMG
A new KPMG survey shows the revised Indian deadline of March 2009 should boost Basel II take-up
BCBS issue paper on credit risk concentration
A recent research task force project reviews the impact of credit risk on levels of bank distress
The tools investors use to price securitisations
Evaluating ABS
Democrat win sparks hope over Basel II process
REGULATORY UPDATE
Basel Ia NPR due out this month
REGULATORY UPDATE
Tilting the scales
Features