Advanced internal ratings-based approach (a-irb)
Banks fear outcome as Basel Committee wraps up RWA review
Regulators have spent much of the past year trying to work out why risk-weighted asset numbers are so varied. With the results due soon, bank participants say the study should paint a kinder picture than...
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Reining-in capital consumption – and then keeping it low – will be the top priority for many banks over the next five years. But it’s not clear how much fat there is to cut, and whether regulators...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Advanced internal ratings-based approach (a-irb) articles
Writing love letters to models
Old love letters are deeply private. If they are kept at all, it should be in a locked box at the bottom of a locked drawer. The drawer should be part of a desk that stands in the furthest corner of a locked attic. In any event, they should not be published...
Swedish banks braced for home loan capital hike
Swedish regulators believe risk weights for mortgages at the country’s big four lenders are too low, and are due to announce a mechanical fix – possibly a combination of floors and multipliers. Banks are worried about the incentives that creates....
Turkish banks seek freedom as Basel II hits capital ratios
Turkey’s banks are well placed to absorb an increase in capital requirements when the country switches to the Basel II regime this month, but larger institutions are frustrated that the modelling approaches contained in the new rules remain out of bounds....
Q&A: Ryozo Himino on Basel’s RWA probe and the need for minimum standards...
The Basel Committee’s newly formed standards implementation group is charged with monitoring how banks are adhering to the requirements of the Basel III accord. The chair of the group, Ryozo Himino, talks to Nick Sawyer about consistency with Basel...
Basel III takes a bite out of aircraft and shipping finance
Aircraft and shipping firms are finding it harder to obtain bank loans – in part because of Basel III. Funds and other non-bank lenders are ready to take up some of the slack, but some companies may not be able to access this new source of cash. By...
Q&A: Ryozo Himino on Basel's RWA probe and the need for minimum standards...
The Basel Committee is keeping an eye on Basel III implementation, led by its standards implementation group. Nick Sawyer talks to Ryozo Himino, chair of the group, about the monitoring of timelines, consistency with Basel minimums and the investigation...
Bank capital
JP Morgan’s Jamie Dimon doesn’t seem like the kind of person that spends a lot of time regretting the fights he picks, but by inviting bank capital modelling to step outside, he has started something that may not end the way he hoped. Initially,...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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