Investec will use leading solutions provider to meet Basel II deadlines.South African investment bank Investec has chosen Reveleus to meet Basel II requirements. The bank, which provides financial services and products primarily for the UK, South Africa and Australia, will use Reveleus’ Basel II solution to compute regulatory capital for the Advanced Internal Ratings-Based (AIRB) approach under the revised accord once all of the risk parameters are available.
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ABSTRACT This experimental study investigates the behavior of banks in a large-value payment system. More specifically, we look at the reactions of banks to disruptions in the payment system and theway...
ABSTRACT Central counterparties (CCPs) performed extremely well during the recent financial crisis. Clearing through CCPs has since been promoted by legislators around theworld as a way to mitigate risk...
ABSTRACT Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort (LOLR). This paper explores the avenues that are...
Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort. The first paper in this issue, "Limiting taxpayer "puts":...
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