Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III

The process of moving from Basel II to Basel III regulatory capital rules will likely have significant unintended consequences and the path will not necessarily be easy for Asian banks, particularly in areas such as liquidity risk management and credit valuation adjustment, according to Michael Zerbs, president and chief operating officer of risk management technology company Algorithmics.

During a video interview with Asia Risk, Zerbs says in their attempt to fix one weakness in the financial s

To continue reading...