The Basel Committee on Banking Supervision has been firing out modifications to Basel II since the financial crisis began. Everything from liquidity and stress testing to value-at-risk and resecuritisation has come under scrutiny. Other changes are imminent, including a requirement to raise the quality of capital, and introduce leverage ratios, capital buffers and new quantitative liquidity standards.
So far, however, most of the changes have centred on credit and market risk. The third of the m
The week on Risk.net, July 14–20, 2017Receive this by email