Basel Committee

Isda concerned about Basel II cross-border operation

The biggest concern arising from the Basel II capital Accord is how it will operate for banks across national borders, says Tanya Castell, London-based head of investment bank UBS Warburg’s risk policy group and the chair of the International Swaps and…

Correlation and credit risk

Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework.

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