Advanced internal ratings-based approach (a-irb)
Mending the RWA machine
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Advanced internal ratings-based approach (a-irb) articles
Under one accord
On the scrapheap
Time for scrutiny
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calc...
SunGard Trading and Risk Systems, an operating group of SunGard (NYSE:SDS), has announced that UK-based Portman Building Society has chosen SunGard's Basel II Capital Manager to help it to comply wi...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.