Basel Committee

Basel scraps 'w' charge from pillar 1

The Basel Committee on Banking Supervision has reacted to strong industry criticism of its controversial 'w' charge by scrapping it from pillar 1, regulatory capital, of its proposed new regulatory capital requirements – Basel II. It will now be included…

Basel regulators put op risk charge below 15%

Global banking regulators will cut to below 15% from 20% the benchmark figure on which they intend basing the controversial operational risk capital charge they propose for large international banks from 2005.

Basel II delay to add to banks’ confusion

LONDON - Confusion about operational risk is likely to increase among several major banks as a result of the 12-month postponement of the Basel II banking accord, according to Andrew Grant, London-based head of risk practice at professional services firm…

Basel acts on private equity losses

The Basel Committee on Banking Supervision has issued a proposal for determining the capital reserves for bank equity exposures. It promises to be as controversial as the other aspects of the Basel II capital Accord.

Probing granularity

The granularity adjustment, which adjusts risk weightings for credit portfolio diversification, is one of Basel II’s key modelling assumptions. Here, Tom Wilde uncovers a weakness in this assumption arising from the differences in the underlying credit…

Basel II to be re-calibrated for Asian banks

Simon Topping, executive director for banking policy at the Hong Kong Monetary Authority (HKMA), said in July that the proposed Basel II capital accord will be re-calibrated during the current consultation period to make risk weightings for Asia's banks…

Basel bonds Canada

The largest Canadian banks have banded together to share default data, making it much more likely they will all qualify for the most advantageous regulatory capital approach under the Basel II capital Accord.

Asian banks face hedging threat

Hong Kong - The Basel II bank capital adequacy accord could stop Asia's banks from hedging risk, resulting in their being shut out of the global banking system entirely, says Paul Sheehan, Hong Kong-based co-head of Asian bank research at US investment…

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