Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Basel II creates perverse incentives to underestimate credit risk. Says Harald Benink and George Kaufman, ...
The Basel Committee on Banking Supervision received feedback from central banks across the world and other stakeholders. Since Basel I’s implementation in 1992, the banking landscape had changed a lot ...
The second axis of the regulatory framework is based on internal controls and supervisory review. It required banks to have internal systems and models to evaluate their capital requirements in ...
Basel II has helped create incentives for banks to package up and sell credit risk sitting on their balance sheets to a wide variety of investors. But a growing number of analysts and regulators are ...
NEW YORK & LONDON--(BUSINESS WIRE)--A new report by Fitch demystifies the Basel II treatment of asset correlation and provides original empirical analysis of the correlation values assumed under the ...
For the last eight years the Basel Committee on Banking Supervision (Basel Committee) has struggled to replace the original Accord on Capital Adequacy (Basel I) with a new Accord (Basel II). At the ...
Common sense dictates that Basel II should benefit independent small and medium-sized private banks. The overriding rationale for this update to the original Basel Accord of 1988 has been to ...
Capital matters to most corporations in free markets, but there are differences. Companies in non-financial industries need equity capital mainly to support funding to buy property and to build or ...
The banking world was rocked in early 2000 when the Basel II Capital Accord came out with its first draft. This accord emanated from the Bank for International Settlements (BIS), which is an ...
The Capital Requirements Directive (CRD) and the international agreement on which it is based, the Basel II Capital Adequacy Accord drawn up by the Bank for International Settlements (BIS), are ...