Basel Committee

Credit and credibility

Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.

Trade associations launch IRB survey

The International Swaps and Derivatives Association, the Risk Management Association and the British Bankers' Association today launched a survey of the validation of banks' internal credit ratings, a key element underlying the internal ratings-based …

Trade associations launch IRB survey

The International Swaps and Derivatives Association, the Risk Management Association and the British Bankers' Association today launched a survey of the validation of banks' internal credit ratings, a key element underlying the internal ratings-based …

Small firms welcome EU proposals

BRUSSELS - European investment firms welcomed the European Commission's decision to create a special regime for them in terms of the operational risk provisions of proposed new capital adequacy rules, according to trade bodies representing the firms.

EU spells out pillar 2 powers

BRUSSELS – The European Commission seems to have spelled out how it sees the second pillar – supervisory review – of its new bank capital rules in greater detail than global banking regulators have so far done for the Basel II accord, banking industry…

Academic voices dissatisfaction with Basel II

The Basel Committee on Banking Supervision still has a great deal of work to do before the Basel II capital accord can be successfully implemented at financial institutions, Jacques Pézier, director of the risk management group of the ISMA Centre at the…

S&P says Basel II helping to improve German banking

FRANKFURT – The proposed Basel II bank safety rules, weak operating performance and shareholder value considerations are behind a trend to more efficient capital allocation, prudent cost control and risk-adjusted pricing in German banking, a leading…

Basel II helping to improve German banking, says S&P

The proposed Basel II bank safety rules, weak operating performance and shareholder value considerations are behind a trend to more efficient capital allocation, prudent cost control and risk-adjusted pricing in German banking, a leading credit rating…

European asset managers gear up for CAD3

European asset management firms wanting to comply with the most sophisticated measurement method allowed in the revised Basel Accords—the advanced measurement approach (AMA)—must prepare now, as it requires them to have a whole set of advanced risk…

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