Risk weights
The myths and truths about Basel II cyclicality
The myths and truths about Basel II cyclicality
Capital rules for CCP exposures could make clearing costs punitive, dealers conclude
New Basel risk weighting must be reduced, industry says
MSCI broadens its micro cap and all cap index series for developed markets
MSCI broadens its micro cap and all cap index series for developed markets
Merkel's EU bailout plan threatens Basel’s sovereign zero risk weights
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Dow Jones launches venture capital index
A new index measures changes in the market value of venture capital-financed companies in the US
Turning on tables
Basel II
Probing granularity
Basel II
Book extract > Regulatory Use of Credit Ratings: Implications for Banks, Supervisors and Markets
Barbara C. Matthews is Banking Advisor and Regulatory Counsel to the Institute of International Finance, Inc. (IIF). The views presented in this chapter, however, are her personal views and do not necessarily represent the views of the IIF or its members…
Regulatory capital volatility
Basel II
Weighting for risk
Basel II
Regulatory capital volatility
When the consultation period ends, what calibration of risk weights will Basel finally decide on? Here, Esa Jokivuolle and Samu Peura demonstrate that the ratings sensitivity of risk weights may require Basel to think more carefully about the…